Asset Pricing and Capital Markets Research

  • New Evidence on the Financialization of Commodity Markets (Henderson, Pearson, Wang 2015)
  • Weather-Induced Mood, Institutional Investors, and Stock Returns (Kim, Goetzmann, Kumar, Wang 2015)
  • Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps (Haubrich, Pennacchi, Ritchken 2012)
  • Dynamic Graphical Representation of Financial Statements: A Design Inquiry and Empirical Results (Zhao, Grant, Collopy, Boland, Jr. 2010)
  • On Correlation and Default Clustering in Credit Markets (Ritchken, Berndt, Sun, 2010)
  • The Evolution of Auditing in the United States: Professional Self-Regulation and Credible Government Threats (Grant, Bricker, Bailey, Turner 1993)
  • Absolute strength: Exploring momentum in stock returns (PREPARING TO RESUBMIT REVISION TO JOURNAL OF FINANCIAL ECONOMICS) (Petkova, Gulen)
  • Does Idiosyncratic Volatility Proxy for Risk Exposure? (Petkova, Chen)
  • Empirical Tests of Asset Pricing Models with Individual Stocks: Resolving the Errors-in-variables Bias in Risk Premium Estimation (Jegadeesh, Noh, Pukthuanthong, Roll, Wang)
  • Industry Networks and the Speed of Information Flow (Noh)
  • The Pricing of the Illiquidity Factor's Systematic Risk (Amihud, Noh)