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Resources

Working Papers

2008

2008-01: J. Bradford DeLong, Konstantin Magin, "The U.S. Equity Return Premium: Past, Present and Future"
2008-02: Konstantin Magin, "Is The Potential For High Investor Leverage A Threat To Social Security Privatization?"

2007

2007-01: Xin Guo and Pascal Tomecek, "Connections between Singular Control and Optimal Switching"
2007-02: Robert M. Anderson and Roberto C. Raimondo, "Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets" (Revised Version 1/28/08, forthcoming in Econometrica)
2007-03: Robert M. Anderson, Kyong Shik Eom, Sang Buhm Hahn and Jong-Ho Park, "Stock Return Autocorrelation is Not Spurious" (Revised Version 5/26/08)
2007-04: Xin Guo, Philip Kaminsky, Pascal Tomecek and M. Yuen, "Optimal Spot Market Inventory Strategies in the Presence of Cost and Price Risk"
2007-05: Xin Guo and Pascal Tomecek, "A Class of Singular Control Problems and the Smooth Fit Principle"
2007-06: Robert M. Anderson, "Time-Varying Risk Premia and Stock Return Autocorrelation"
2007-07: Roger Craine, Vance L. Martin, "International Monetary Policy Surprise Spillovers"
2007-08: Severin Borenstein, Meghan Busse, and Ryan Kellogg, "Principal-agent incentives, excess caution, and market inefficiency: Evidence from utility regulation"