2014 Research Projects

  • The Power of the Street: Evidence from Egypt's Arab Spring (Acemoglu/Hassan/Tahoun)
  • Resolution of Policy Uncertainty and Sudden Declines in Volatility (Amengual/Xiu)
  • Is Family More Important in Bad Times? (Lagaras/Tsoutsoura)
  • Incorporating Global Industrial Classification Standard into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator with High Frequency Data (Fan/Furger/Xiu)
  • Not So Disconnected: Exchange Rates and the Capital Stock (Mertens/Hassan)
  • Cross-sectional and Time-varying Dependence in Volatility at Different Time Horizons (Chi, Booth Joint Program in Financial Economics PhD Student)
  • Chinese Stock Market Returns (Wang, Booth Finance PhD Student)
  • Supply Chain Network Structure and Systematic Risk (Wu, Booth Operations Management PhD Student)
  • The Idiosyncratic Volatility Puzzle: A Reassessment at High Frequency (Xiu/Kalnina/Liao/Ait-Sahalia)
  • Shareholder Democracy in Play: Career Consequences of Proxy Contests (Fos/Tsoutsoura)
  • Management Inefficiencies and Sticky Corporate Plans (D'Acunto/Weber)
  • Bank Lending Constraints in China and Their Real Impacts (Cong/Xiao)
  • Very Long-Run Discounting: Macroeconomics and Asset Pricing Implications (Giglio/Maggiori/Stroebel)
  • The Effect of Relationship Lending: Evidence from Loan Originations and Renegotiations (Bushman/Wittenberg-Moerman)
  • The Effect of Secondary Loan Trading on Loan Syndication Dynamics (Bushman/Wittenberg-Moerman)
  • Inference of high-dimension Asset Pricing Factor Model (Feng/Xiu)
  • Kicking maturity down the road: early refinancing and maturity management in the corporate bond market (Xu, Booth Finance PhD Student)
  • Do firms exercise corporate bond call options optimally?  An American Option Approach (Xu, Booth Finance PhD Student)