Research: Finance
Artem A. Durnev
Durnev, A. A., Col, B. & Molchanov, A. (2017). Foreign Risk-Domestic Problem: Capital Allocation and Firm Performance under Political Instability. Management Science.
Ashish Tiwari
Li, W., Tiwari, A. & Tong, L. (2017). Investment Decisions under Ambiguity: Evidence from Mutual Fund Investor Behavior. Management Science, 63(8), 2509-2528.
Jon A. Garfinkel
Billett, M. T., Garfinkel, J. A. & Jiang, Y. (2017). The Capital Supply Channel in SEO Peer Effects.
Richard Peter
Crainich, D., Peter, R. (2017). On the Interaction between Saving and Risk Reduction.
Ashish Tiwari
O'Doherty, M., Savin, N. & Tiwari, A. (2017). Hedge Fund Replication: A Model Combination Approach. Review of Finance, 21(4), 1767-1804.
Richard Peter
Peter, R., Sandner, K. (2017). On the Comparative Statics Properties of the Generalized Nash Bargaining Solution.
Richard Peter
Neuss, S., Peter, R. & Knoller, C. (2017). How Social Preferences Mitigate Moral Hazard in Situations of Financial Support.
Jarjisu Sa-Aadu
Kawaguchi, Y., Sa-Aadu, J., Shilling, J. (2017). REIT Stock Volatility and the effects of leverage. Real Estate EconomicsWiley Periodicals Inc. Hoboken NJ, 45(2), 452-477.
Tong Yao
Ali, A., Chen, J., Yao, T. & Yu, T. (2017). Can Mutual Funds Profit from the Post Earnings Announcement Drift? The Role of Competition.