Asset Pricing
- Bali, Turin G., Stephen J. Brown, and Yi Tang, “Cross-Sectional Dispersion in Economic Forecasts and Expected Stock Returns,” The American Finance Association 75th Annual Meeting, Boston (2015).
- Bekaert, Geert, Campbell R. Harvey, Christian T. Lundblad, and Stephan Siegel, “Stock Market Valuations across U.S. States” American Finance Association, 75th Annual Meeting, Boston (2015).
- Budish, Eric, Peter Cramton, and John Shim, “The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response,” SSRN, December 23, 2013, <http://ssrn.com/abstract=2388265>.
- Nezefat, Mahdi, and Ctirad Slavik, “Asset Prices and Business Cycles with Financial Shocks,” American Finance Association, 75th Annual Meeting, Boston (2015).
Macrofinance
- Petrosky-Nadeau, Nicolas, and Lu Zhang, “Unemployment Crises,” NBER Working Paper No. 19207 (July 2013).
- Petrosky-Nadeau, Nicolas and Zhang, Lu and Kuehn, Lars-Alexander, Endogenous Disasters and Asset Prices, Charles A. Dice Center Working Paper No. 2012-1 (October 1, 2013).
Risk
Banking
- Acharya, Viral V. and Sascha Steffen, “The “Greatest” Carry Trade Ever? Understanding Eurozone Bank Risks,” The American Finance Association 75th Annual Meeting, Boston (2015).
- Hanson, Samuel G., Andrei Schleifer, Jeremy C. Stein, and Robert W. Vishny, “Banks as Patient Fixed Income Investors,” American Finance Association 75th Annual Meeting, Boston (2015).
Private Equity
