Publications per Author | Financial Markets Group

Academic journals

What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models

The Review of Financial Studies, Volume 30, Issue 2, Pages 442–504.

February 2017

Anisha Ghosh

Christian Julliard

Alex P Taylor

Academic journals

What is the Expected Return on the Market?

The Quarterly Journal of Economics, 132 (1), 367-433.

February 2017

Ian Martin

Academic journals

The Anatomy of the CDS Market

Review of Financial Studies, 30 (1): 80-119.

January 2017

Martin Oehmke

Adam Zawadowski

Academic journals

Industry Window Dressing

Review of Financial Studies, 29 (12): 3354-3393.

December 2016

Huaizhi Chen

Lauren Cohen

Dong Lou

Academic journals

Ties that Bind: How Business Connections Affect Mutual Fund Activism

Journal of Finance, 71(6), 2933-2966.

November 2016

Dragana Cvijanovic

Amil Dasgupta

Konstantinos E. Zachariadis

Academic journals

Say Pays! Shareholder Voice and Firm Performance

Review of Finance, 20(5), 1799–1834

August 2016

Vicente Cuñat

Mireia Giné

Maria Guadalupe

Academic journals

Smart Buyers

The Review of Corporate Finance Studies, 5 (2), 239–270.

July 2016

Mike Burkart

Samuel Lee

Academic journals

Mortgage Risk and the Yield Curve

Review of Financial Studies, 29 (5), 1220-1253

May 2016

Aytek Malkhozov

Philippe Mueller

Andrea Vedolin

Gyuri Venter

Academic journals

The Sovereign-Bank Diabolic Loop and ESBies

American Economic Review, 106(5): 508-12

May 2016

Markus K. Brunnermeier

Luis Garicano

Philip R. Lane

Marco Pagano

Ricardo Reis

Tano Santos

David Thesmar

Stijn Van Nieuwerburgh

Dimitri Vayanos

Academic journals

Model risk of risk models

Journal of Financial Stability, Volume 23, Pages 79-91.

April 2016

Jón Danielsson

Kevin James

Marcela Valenzuela

Ilknur Zer

Academic journals

Human capital and international portfolio diversification: A reappraisal

Journal of International Economics, Volume 99, Supplement 1, Pages S78-S96.

March 2016

Lorenzo Bretscher

Christian Julliard

Carlo Rosa

Academic journals

Inefficient Investment Waves

Econometrica, 84 (2), 735-780

March 2016

Zhiguo He

Peter Kondor

Academic journals

Synthetic or Real? The Equilibrium Effects of Credit Default Swaps on Bond Markets

Review of Financial Studies, 28 (12): 3303-3337.

December 2015

Martin Oehmke

Adam Zawadowski

Academic journals

Maturity rationing and collective short-termism

Journal of Financial Economics, 118 (3): 553-570

December 2015

Konstantin Milbradt

Martin Oehmke

Academic journals

The Wall Street Walk when Blockholders Compete for Flows

The Journal Of Finance, 70 (6): 2853–2896.

November 2015

Amil Dasgupta

Giorgia Piacentino

Academic journals

Should Derivatives Be Privileged in Bankruptcy?

The Journal Of Finance, 70 (6): 2353–2394.

November 2015

Patrick Bolton

Martin Oehmke

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