ICF Publications

FORTHCOMING
Loans on Sale: Credit Market Seasonality, Borrower Need, and Lender Rent Seeking
J. Murfin, M. A. Petersen
Journal of Financial Economics
Type: Article
Forthcoming
2016
Good Booms, Bad Booms
Gary Gorton, Guillermo L. Ordoñez
Type: Working Paper
2016
How Did Pre-Fed Banking Panics End?
Gary Gorton, Ellis W. Tallman
Type: Working Paper
2016
The Cost of Capital of the Financial Sector
Tyler Muir, Tobias Adrian, Evan Friedman
Type: Working Paper
2016
The History and Economics of Safe Assets
Gary Gorton
Type: Working Paper
2016
The Supply of Stock Returns: Adding Back Buybacks
Roger Ibbotson, Philip Straehl
Type: Working Paper
2016
Too-Big-to-Fail Before the Fed
Gary Gorton, Ellis W. Tallman
Type: Working Paper
2016
2015
Bubble Investing: Learning from History
William N. Goetzmann
Type: Working Paper
2015
An Econometric Chronology of the Financial Crisis of 2007-2008
Gary Gorton, Andrew Metrick
Type: Working Paper
2015
An IPO's Impact on Rival Firms
Matthew I. Spiegel, Heather Tookes
Type: Working Paper
2015
Capital Immobility and the Reach for Yield
Alan Moreira
Type: Working Paper
2015
Contributions to Defined Contribution Pension Plans
James Choi
Type: Working Paper
2015
Does Hedging with Derivatives Decrease the Cost of Corporate Debt? The Role of Basis Risk
Sriya Anbil, Alessio Saretto, Heather Tookes
Type: Working Paper
2015
Facts and Fantasies About Commodity Futures Ten Years Later
Geetesh Bhardwaj, Gary Gorton, K. Geert Rouwenhorst
Type: Working Paper
2015
Is Investor Attention for Sale? The Role of Advertising in Financial Markets
Joshua M. Madsen and Marina Niessner
Type: Working Paper
2015
Liquidity in Retirement Savings Systems: An International Comparison
J.J. Choi, J. Beshears, J. Hurwitz, D. Laibson, and B. Madrain
American Economic Review Papers and Proceedings
Type: Article
2015
Mobile Collateral Versus Immobile Collateral
Gary Gorton, Tyler Muir
Type: Working Paper
2015
Momentum in Imperial Russia
William Goetzmann, Simon Huang
Type: Working Paper
2015
News Implied Volatility and Disaster Concerns
Alan Moreira, Asaf Manela
Type: Working Paper
2015
Regulatory Competition and the Market for Corporate Law
Ofer Eldar, Lorenzo Magnolfi
Type: Working Paper
2015
Rethinking the Equity Risk Premium
P. Hammond, M. Leibowitz, L. Siegel, R. Ibbotson, C.Asness, E. Dimson, P. Marsh, M. Staunton, R. Grinold, K. Kroner, R. Arnott, A. Ilmanen, P. Cheng, .A. Ang, Z. Xiaoyan, J. Siegel, R. Mehra
Type: Working Paper
2015
Rethinking the Equity Risk Premium
P. Hammond, M. Leibowitz, L. Siegel, R. Ibbotson, C.Asness, E. Dimson, P. Marsh, M. Staunton, R. Grinold, K. Kroner, R. Arnott, A. Ilmanen, P. Cheng, .A. Ang, Z. Xiaoyan, J. Siegel, R. Mehra
Type: Working Paper
2015
Selective Disclosure: The Case of Nikkei Preview Articles
William Goetzmann, Yasushi Hamao
Type: Working Paper
2015
Self Control and Commitment: Can Decreasing the Liquidity of a Savings Account Increase Deposits?
John L. Beshears, James J. Choi, Christopher Harris, David Laibson, Brigitte C. Madrian, Jung Sakong
Type: Working Paper
2015
Strategic Disclosure Timing and Insider Trading
Marina Niessner
Type: Working Paper
2015

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