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Publications in Econometrics

Rare Disasters and Risk Sharing With Heterogeneous Beliefs

Review of Financial Studies

English

Procyclical Leverage and Value-At-Risk

Review of Financial Studies

English

When Less Is More: The Benefits of Limits on Executive Pay

Review of Financial Studies

English

R&D and the Incentives From Merger and Acquisition Activity

Review of Financial Studies

English

Endogenous Leverage and Advantageous Selection in Credit Markets

Review of Financial Studies

English

Career Risk and Market Discipline in Asset Management

Review of Financial Studies

English

Spillovers From Costly Credit

Review of Financial Studies

English

Does It Pay to Invest in Art? A Selection-Corrected Returns Perspective

Review of Financial Studies

English

Corporate Policies With Permanent and Transitory Shocks

Review of Financial Studies

English

The Skew Risk Premium in the Equity Index Market

Review of Financial Studies

English