Publications

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L
Low interest rates and high asset prices: An interpretation in terms of changing popular economic models
R. J. Shiller
Brookings Papers on Economic Activity
2007
M
Macroeconomic Factors and the Correlation of Stock and Bond Returns
L. Li
2002
Managerial Objectives the R-Rating Puzzle and the Production of Violent Films
S. A. Ravid and S. Basuroy
2003
Mandatory disclosure and operational risk: Evidence from hedge fund registration
S. Brown, W. Goetzmann, B. Liang and C. Schwarz
The Journal of Finance
2008
Market Prices of Risk and Return Predictability in a Joint Stock-Bond Pricing Model
H. Mamaysky and M. Stanley
2002
Market Volatility and Mutual Fund Cash Flows
D. Luo
2003
Markets as artifacts: Aggregate efficiency from zero-intelligence traders
S. Sunder
MIT Press
Models of a Man: Essays in Memory of Herbert A. Simon
2004
Markets for attention: Will postage for email help?
R. E. Kraut, J. Morris, R. Telang, D. Filer, M. Cronin and S. Sunder
ACM
Proceedings of the 2002 ACM conference on Computer supported cooperative work
2002
Modeling and Measuring Russian Corporate Governance: The Case of Russion Preferred and Common Shares
M. Spiegel, W. N. Goetzmann, and A. Ukhov
2003
Modeling Term Structures of Swap Spreads
H. He
2000
Monthly measurement of daily timers
J. E. Ingersoll Jr
Journal of Financial and Quantitative Analysis
2000
More social security, not less
W. N. Goetzmann
The Journal Of Portfolio Management
2008
Multifactor Efficiency and Bayesian Inference
K. J. Martijn Cremers
2005
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Natural Concepts in Macroeconomics
R. C. Fair
2005
Natural selection in financial markets: Does it work?
H. Yan
Management Science
2008
New evidence on the first financial bubble
R. G. Frehen, W. N. Goetzmann and Geert Rouwenhorst
Journal of Financial Economics
2012
Non-US Asset-Backed Securities: Spread Determinants and Over-Reliance on Credit Ratings
D. Vink and F. J. Fabozzi
2009
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On Modeling the Effects of Inflation Shocks
R. C. Fair
2002
On the Evolution of Overconfidence and Entrepreneurs
A. E. Bernardo and I. Welch
2001
One Simple Test of Samuelson's Dictum for the Stock Market
J. Jung and R. J. Shiller
2002

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