ICF Publications

FORTHCOMING
Competition Among University Endowments
W. Goetzmann and S. Oster
How the Financial Crisis and Great Recession Affected Higher Education
Type: Article
Forthcoming
Uncertainty and Valuations
M. Cremers and H. Yan
Critical Finance Review
Type: Article
Forthcoming
2013
Anticipated and Repeated Shocks in Liquid Markets
D. Lou, H. Yan and J. Zhang
Review of Financial Studies
Type: Article
2013
The fundamentals of commodity futures returns
G. B. Gorton, F. Hayashi and G. Rouwenhorst
Review of Finance
Type: Article
2013
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
Type: Article
2013
Liquidity as an Investment Style
R. Ibbotson, Z. Chen, D. Kim and W. Hu
Financial Analysts Journal
Type: Article
2013
Psychology and the Financial Crisis of 2007/2008
N. Barberis
Financial Innovation: Too Much or Too Little?
Type: Article
2013
The Psychology of Tail Events: Progress and Challenges
N. Barberis
American Economic Review Papers and Proceedings
Type: Article
2013
The Supply and Demand for Safe Assests
G. Gorton and G. Ordonez
Type: Working Paper
2013
Thirty Years of Prospect Theory in Economics: A Review and Assessment
N. C. Barberis
Journal of Economic Perspectives
Type: Article
2013
What Makes Annuitization More Appealing?
J. J. Choi, J. Beshears, D. Laibson, B. C. Madrian, and S. P. Zeldes
Journal of Public Economics
Type: Article
2013
2012
The ABCs of hedge funds: Alphas, betas, & costs
R. Ibbotson, P. Chen and K. Zhu
Financial Analyst Journal
Type: Article
2012
A Cartel that Lasts for Centuries: The Case of the Eastern Orthodox Church Indulgences
C. Cabolis, K. Axarloglou, and N. Chissidis
Type: Working Paper
2012
Commodity Investing
G. Rouwenhorst and K. Tang
Annual Review of Financial Economics
Type: Article
2012
Do investment banks' relationships with investors impact pricing? The case of convertible bond issues
H. E. Tookes and B. J. Henderson
Management Science
Type: Article
2012
The Effect of Providing Peer Information on Retirement Savings Decisions
J. J. Choi, J. Beshears, D. Laibson, B. C. Madrian, and K. L. Milkman
Journal of Finance
Type: Working Paper
2012
The Financial Crisis of 2007-2009
G. Gorton and A. Metrick
Type: Working Paper
2012
Financial Innovation, Investor Behavior, and Arbitrage: Implications from Levered ETFs
W. Jiang and H. Yan
Type: Working Paper
2012
Following through on Good Intentions: The Power of Planning Prompts
K. L. Milkman, J. Beshears, J. J. Choi, D. Laibson and B. C. Madrian
Type: Working Paper
2012
The Liquidity Style of Mutual Funds
R. G. Ibbotson, T. M. Idzorek, and J. X. Xiong
Financial Analysts Journal
Type: Article
2012
A model of casino gambling
N. Barberis
Management Science
Type: Article
2012
A Model of Private Equity Fund Compensation
A. Metrick, W. W. Choi, and A. Yasuda
Global Macro Economy and Finance
Type: Article
2012
New evidence on the first financial bubble
R. G. Frehen, W. N. Goetzmann and Geert Rouwenhorst
Journal of Financial Economics
Type: Article
2012
The Safe-Asset Share
G. B. Gorton, S. Lewellen and A. Metrick
American Economic Review: Papers and Proceedings
Type: Article
2012
Securitized Banking and the Run on Repo
G. Gorton and A. Metrick
Journal of Financial Economics
Type: Article
2012

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