Featured Research

Recent publications in the top finance and economics journals by our faculty.

• Davis, Morris A., Ghent, Andra C., and Gregory, Jesse, January 2024. "The Work-from-Home Technology Boon and its Consequences." Review of Economic Studies, in press.
• Basu, Sudipta, Mahsa Kaviani, and Hosein Maleki. "Bank Entry Barriers and Firms’ Risk Taking." The Accounting Review, Forthcoming 17-024. 
• Ben-Rephael, Azi, Carlin, Bruce, Da, Zhi, and Israelsen, Ryan. “ Uncovering the Hidden Effort Problem.” Journal of Finance, forthcoming.
• Diercks, Anthony, Hsu, Alex, and Tamoni, Andrea, August 2023. “When it Rains it Pours: Cascading Uncertainty Shocks.” Journal of Political Economy.
• Binsbergen, Jules, Boons, Martijn, Opp, Christian, and Tamoni, Andrea, February 2023. “Dynamic asset (mis)pricing: Build-up versus resolution anomalies.” Journal of Financial Economics, 147 (2): 406-431.
• Bena, Jan, Serdar Dinc, and Isil Erel, October 2022. "The international propagation of economic downturns through multinational companies: The real economy channel." Journal of Financial Economics 146, no. 1: 277-304.
• Ben-Rephael, Azi, Da, Zhi, Easton, Peter, and Israelsen, Ryan, September 2022. “ Who Pays Attention to SEC Form 8-K?” The Accounting Review, 97(5): 59-88.
• Li, Sophia Zhengzi, Maug, Ernst, and Schwartz-Ziv, Miriam, April 2022. “When Shareholders Disagree: Trading after Shareholder Meetings." Review of Financial Studies, 35 (4): 1813-1867.
• Bandi, Federico, Chaidhuri, Shomesh, Lo, Andrew, and Tamoni, Andrea, October 2021. “Spectral Factor Models.” Journal of Financial Economics, 142 (1): 214-238.
• Jiang, Hao, Li, Sophia Zhengzi, and Wang, Hao, August 2021. “Pervasive Underreaction: Evidence from High-Frequency Data.” Journal of Financial Economics, 141 (2): 573-599.
• Brunnermeier, Markus, Palia, Darius, Shastry, Karthik, and Sims, Chris, June 2021, Feedbacks: Financial Markets and Economic Activity, American Economic Review, 111(6): 1845–1879.
• Cremers Martijn, Gandhi Priyank, and Fleckenstein, Matthias, May 2021, Treasury yield implied volatility and real activity, Journal of Financial Economics, 140, (2):412-435.
• Wu, Yangru, Wang, Xinjie, Yan, Hongjun, and Zhaodong Ken Zhong, February 2021, “Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang.” Journal of Financial Economics, 139, 545-560.
•  Ben-Rephael, Azi, Carlin, Bruce, Da, Zhi, and Israelsen, Ryan, February 2021. “Information Consumption and Asset Pricing.” Journal of Finance, 76(1): 357-394.
•  Ben-Rephael, Azi, Choi, Jaewon, and Goldstien, Itay, January 2021. “Mutual Fund Flows and Fluctuations in Credit and Business Cycles.” Journal of Financial Economics, 139(1): 84-108.
• Bretscher, Lorenzo, Hsu, Alex, and Tamoni, Andrea, October 2020. “Fiscal Policy Driven Bond Risk Premia.” Journal of Financial Economics, 138 (1): 53-73.
• Bianchi, Daniele, Buchner, Matthias, and Tamoni, Andrea, May 2020. “Bond Risk Premiums with Machine Learning.” Review of Financial Studies, 34 (2): 1046-1089.
• Agarwal, Sumit, Gene Amromin, Itzhak Ben‐David, and Serdar Dinc, December 2018. "The politics of foreclosures." The Journal of Finance 73, no. 6: 2677-2717.