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.
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.
Richard Peter
Peter, R., Sandner, K. (2017). On the Comparative Statics Properties of the Generalized Nash Bargaining Solution.
Ashish Tiwari
O'Doherty, M., Savin, N. & Tiwari, A. (2017). Hedge Fund Replication: A Model Combination Approach. Review of Finance, 21(4), 1767-1804.
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.
Richard Peter
Peter, R. (2017). Optimal Self-Protection in Two Periods: On the Role of Endogenous Saving. Journal of Economic Behavior & Organization, 137, 19-36.
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.
Jarjisu Sa-Aadu
Ilerisoy, M., Sa-Aadu, J. & Tiwari, A. (2017). Market Liquidity, Funding Liquidity, and Hedge Fund Performance.