2011 Research Projects

  • Financial Markets and Macroeconomic Dynamics with Heterogeneous Firms (Hassan/Ossa)
  • Resource Allocation within Firms and Financial Market Dislocation: Evidence from Diversified Conglomerates (Matvos/Seru)
  • Understanding the Drivers of Corporate Financial Structure: Evidence from the Introduction of US Corporate Income Taxation (Matvos/Seru)
  • Technological Innovation, Reallocation, and Growth (Seru)
  • The Multinational Advantage (Creal/Robinson/Rogers/Zechman)
  • Updating the Data on the Pastor-Stambaugh Liquidity Factors through the End of 2010 (Pastor)
  • Carry Trade: Beyond the Forward Premium Puzzle (Hassan/Mano)
  • Housing, Labor Mobility, and Unemployment (Mian/Sufi)
  • Country Size, Currency Unions, and International Asset Returns (Hassan)
  • Asset Managers: Portfolio Performance and Allocative Implications (Gerakos/Morse)
  • How Do Hedge Funds Manage Portfolio Risk? (Cassar/Gerakos)
  • Executives' "Off-the-Job" Behavior, Corporate Culture, and Financial Reporting Risk (Davidson/Dey/Smith)
  • The High-Frequency Trading Arms Race: Implications for Financial Market Design (Budish)
  • Tax Evasion Across Industries: Evidence from Greece (Artavanis/Morse/Tsoutsoura)
  • Secured Debt over Time (Benmelech/Raghuram)
  • Top Executive Characteristics and Circumstances (Kaplan/Sorensen)
  • Political Uncertainty and Risk Premia (Pastor/Veronesi)
  • Macroeconomic Analysis of Economic and Financial News (Kelly/Koijen/Taddy)
  • Delving into Risk Premia: Reconciling Evidence from the S&P and VIX Derivatives (Amengual/Xiu)
  • Executive Compensation and the Incentives to Increase Firm Risk (Shue)