Publications per Author | Financial Markets Group

Academic journals

Turning alphas into betas: Arbitrage and endogenous risk

Journal of Financial Economics, 137(2), 550-570

March 2020

Thummim Cho

Academic journals

Trading and arbitrage in cryptocurrency markets

Journal of Financial Economics, 135(2), 293-319

February 2020

Igor Makarov

Antoinette Schoar

Academic journals

Exchanges of innovation resources inside venture capital portfolios

Journal of Financial Economics, 135 (1), 144-168

January 2020

Juanita Gonzalez-Uribe

Academic journals

Notes on the yield curve

Journal of Financial Economics, 134 (3), 689-702

December 2019

Ian Martin

Stephen A. Ross

Academic journals

Liquidity, business cycles, and monetary policy

Journal of Political Economy, 127 (6), 2926-2966

December 2019

Nobuhiro Kiyotaki

John Moore

Academic journals

Investor Protection and Asset Prices

The Review of Financial Studies, 32(12), 4905-4946.

December 2019

Suleyman Basak

Georgy Chabakauri

M. Deniz Yavuz

Academic journals

A Theory of Multiperiod Debt Structure

The Review of Financial Studies, 32 (11), 4447-4500

November 2019

Chong Huang

Martin Oehmke

Hongda Zhong

Academic journals

Strategic news releases in equity vesting months

The Review of Financial Studies, 31 (11), 4099-4141

November 2019

Alex Edmans

Luis Goncalves-Pinto

Moqi Groen-Xu

Yanbo Wang

Academic journals

Learning in crowded markets

Journal of Economic Theory, Volume 184, November 2019, 104936.

November 2019

Peter Kondor

Adam Zawadowski

Academic journals

A tug of war: Overnight versus intraday expected returns

Journal of Financial Economics, 134 (1), 192-213.

October 2019

Dong Lou

Christopher Polk

Spyros Skouras

Academic journals

Firing the wrong workers: Financing constraints and labor misallocation

Journal of Financial Economics, 133 (3), 589-607

September 2019

Andrea Caggese

Vicente Cuñat

Daniel Metzger

Academic journals

What Is the Expected Return on a Stock

Journal of Finance, 74(4), Pages 1887-1929.

August 2019

Ian Martin

Christian Wagner

Academic journals

Bank Resolution and the Structure of Global Banks

The Review of Financial Studies, 32(6), 2384–2421.

June 2019

Patrick Bolton

Martin Oehmke

Academic journals

Liquidity Risk and the Dynamics of Arbitrage Capital

Journal of Finance, 74 (3), 1139-1173.

May 2019

Peter Kondor

Dimitri Vayanos

Academic journals

The Quanto Theory of Exchange Rates

American Economic Review, 109(3), 810-43.

March 2019

Lukas Kremens

Ian Martin

Academic journals

Financial Markets Where Traders Neglect the Informational Content of Prices

Journal of Finance, 74 (1), 371-399.

January 2019

Erik Eyster

Matthew Rabin

Dimitri Vayanos

Publications

News

Events

Seminars

Publications