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Details about Andrew Metrick

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Homepage:http://mba.yale.edu/faculty/profiles/metrick.shtml
Workplace:School of Management, Yale University, (more information at EDIRC)

Access statistics for papers by Andrew Metrick.

Last updated 2015-11-29. Update your information in the RePEc Author Service.

Short-id: pme99


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Working Papers

2015

  1. Basel III A: Regulatory History
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  2. Basel III B: Basel III Overview
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  3. Basel III C: Internal Risk Models
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  4. Basel III D: Swiss Finish to Basel III
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  5. Basel III E: Synthetic Financing by Prime Brokers
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  6. Basel III F: Callable Commercial Paper
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  7. Basel III G: Shadow Banking and Project Finance
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  8. European Banking Union A: The Single Supervisory Mechanism
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  9. European Banking Union B: The Single Resolution Mechanism
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  10. European Banking Union C: Cross-Border Resolution–Fortis Group
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  11. Ireland and Iceland in Crisis A: Increasing Risk in Ireland
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  12. Ireland and Iceland in Crisis B: Decreasing Loan Loss Provisions in Ireland
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  13. Ireland and Iceland in Crisis C: Iceland’s Landsbanki Icesave
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  14. Ireland and Iceland in Crisis D: Similarities and Differences
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  15. JPMorgan Chase London Whale A: Risky Business
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  16. JPMorgan Chase London Whale B: Derivatives Valuation
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  17. JPMorgan Chase London Whale C: Risk Limits, Metrics, and Models
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  18. JPMorgan Chase London Whale D: Risk Management Practices
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  19. JPMorgan Chase London Whale F: Required Securities Disclosures
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  20. JPMorgan Chase London Whale G: Hedging vs. Proprietary Trading
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  21. JPMorgan Chase London Whale H: Cross-Border Regulation
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  22. JPMorgan Chase London Whale Z: Background & Overview
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  23. The Lehman Brothers Bankruptcy C: Managing the Balance Sheet through the Use of Repo 105
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  24. The Lehman Brothers Bankruptcy D: The Role of Ernst & Young
    Yale School of Management YPFS Cases, Yale School of Management Downloads View citations (3)
  25. The Lehman Brothers Bankruptcy F: Introduction to the ISDA Master Agreement
    Yale School of Management YPFS Cases, Yale School of Management Downloads View citations (3)
  26. The Lehman Brothers Bankruptcy G: The Special Case of Derivatives
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  27. The Lehman Brothers Bankruptcy H: The Global Contagion
    Yale School of Management YPFS Cases, Yale School of Management Downloads

2014

  1. European Banking Union D: Cross-Border Resolution—Dexia Group
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  2. JPMorgan Chase London Whale E: Supervisory Oversight
    Yale School of Management YPFS Cases, Yale School of Management Downloads View citations (1)
  3. The Flight from Maturity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  4. The Lehman Brothers Bankruptcy A: Overview
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  5. The Lehman Brothers Bankruptcy B: Risk Limits and Stress Tests
    Yale School of Management YPFS Cases, Yale School of Management Downloads
  6. The Lehman Brothers Bankruptcy E: The Effect on Lehman’s U.S. Broker-Dealer
    Yale School of Management YPFS Cases, Yale School of Management Downloads View citations (1)

2013

  1. The Federal Reserve and Financial Regulation: The First Hundred Years
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2012

  1. Getting up to Speed on the Financial Crisis: A One-Weekend-Reader's Guide
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (20)
    See also Journal Article in Journal of Economic Literature (2012)
  2. Securitization
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Chapter (2013)
  3. The Safe-Asset Share
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (20)
    See also Journal Article in American Economic Review (2012)
  4. Who Ran on Repo?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)

2011

  1. A Model of Private Equity Fund Compensation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2010

  1. Venture Capital and Other Private Equity: A Survey
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2009

  1. Haircuts
    Yale School of Management Working Papers, Yale School of Management Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (9)

    See also Journal Article in Review (2010)
  2. Optimal Defaults and Active Decisions
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (89)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (22)
    Levine's Bibliography, UCLA Department of Economics (2005) Downloads View citations (23)

    See also Journal Article in The Quarterly Journal of Economics (2009)
  3. Reinforcement Learning and Savings Behavior
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (42)
    Also in Scholarly Articles, Harvard University Department of Economics (2009) Downloads View citations (43)

    See also Journal Article in Journal of Finance (2009)
  4. Securitized Banking and the Run on Repo
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (26)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (47)

    See also Chapter (2010)
    Journal Article in Journal of Financial Economics (2012)

2007

  1. Reinforcement Learning in Investment Behavior
    Levine's Bibliography, UCLA Department of Economics Downloads

2005

  1. Large Blocks of Stock: Prevalence, Size, and Measurement
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (4)

    See also Journal Article in Journal of Corporate Finance (2006)

2004

  1. A Revealed Preference Ranking of U.S. Colleges and Universities
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (22)
    See also Journal Article in The Quarterly Journal of Economics (2013)
  2. Consumption-Wealth Comovement of the Wrong Sign
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
  3. Employees' Investment Decisions about Company Stock
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
  4. Incentives vs. Control: An Analysis of U.S. Dual-Class Companies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
  5. Saving or Retirement on the Path of Least Resistance
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (16)

2003

  1. Passive Decisions and Potent Defaults
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    See also Chapter (2005)

2002

  1. Corporate Governance and Equity Prices
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) Downloads View citations (34)

    See also Journal Article in The Quarterly Journal of Economics (2003)
  2. Defined Contribution Pensions: Plan Rules, Participant Decisions, and the Path of Least Resistance
    JCPR Working Papers, Northwestern University/University of Chicago Joint Center for Poverty Research View citations (36)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) Downloads View citations (40)
  3. For Better or For Worse: Default Effects and 401(k) Savings Behavior
    JCPR Working Papers, Northwestern University/University of Chicago Joint Center for Poverty Research View citations (43)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) Downloads View citations (64)

    See also Chapter (2004)

2000

  1. Does the Internet Increase Trading? Evidence from Investor Behavior in 401(k) Plans
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (7)

1999

  1. Bayesian Performance Evaluation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
  2. The Profits to Insider Trading: A Performance-Evaluation Perspective
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (9)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1999) Downloads View citations (11)

1998

  1. Conflicts and Choices in Biodiversity Preservation
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (50)
    See also Journal Article in Journal of Economic Perspectives (1998)
  2. How Are Large Institutions Different from Other Investors? Why Do These Differences Matter?
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (13)
  3. Institutional Investors and Equity Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (4)

    See also Journal Article in The Quarterly Journal of Economics (2001)
  4. Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Finance (1999)

1997

  1. The Equity Performance of Investment Newsletters
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads

1996

  1. Price Versus Quanitity: Market Cleaning Mechanisms When Sellers Differ in Quality
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1996) Downloads View citations (4)

1994

  1. Patterns of behavior in biodiversity preservation
    Policy Research Working Paper Series, The World Bank Downloads View citations (3)

Undated

  1. Estimating the Returns to Insider Trading
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (7)
  2. Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (33)
    See also Journal Article in Journal of Finance (2001)

Journal Articles

2013

  1. A Revealed Preference Ranking of U.S. Colleges and Universities
    The Quarterly Journal of Economics, 2013, 128, (1), 425-467 Downloads View citations (6)
    See also Working Paper (2004)
  2. The Federal Reserve and Panic Prevention: The Roles of Financial Regulation and Lender of Last Resort
    Journal of Economic Perspectives, 2013, 27, (4), 45-64 Downloads View citations (11)

2012

  1. Entérese rápidamente de la crisis financiera: guía de lectura para un fin de semana
    Revista de Economía Institucional, 2012, 14, (26), 15-46 Downloads
  2. Getting Up to Speed on the Financial Crisis: A One-Weekend-Reader's Guide
    Journal of Economic Literature, 2012, 50, (1), 128-50 Downloads View citations (20)
    See also Working Paper (2012)
  3. Securitized banking and the run on repo
    Journal of Financial Economics, 2012, 104, (3), 425-451 Downloads View citations (333)
    See also Working Paper (2009)
    Chapter (2010)
  4. The Safe-Asset Share
    American Economic Review, 2012, 102, (3), 101-06 Downloads View citations (19)
    See also Working Paper (2012)

2010

  1. Extreme Governance: An Analysis of Dual-Class Firms in the United States
    Review of Financial Studies, 2010, 23, (3), 1051-1088 Downloads View citations (34)
    See also Chapter (2010)
  2. Haircuts
    Review, 2010, (Nov), 507-520 Downloads
    See also Working Paper (2009)
  3. Regulating the Shadow Banking System
    Brookings Papers on Economic Activity, 2010, 41, (2 (Fall)), 261-312 Downloads View citations (48)
  4. The Economics of Private Equity Funds
    Review of Financial Studies, 2010, 23, (6), 2303-2341 Downloads View citations (53)
    Also in Proceedings, 2007, (Oct) (2007) Downloads View citations (4)

2009

  1. Optimal Defaults and Active Decisions
    The Quarterly Journal of Economics, 2009, 124, (4), 1639-1674 Downloads View citations (102)
    See also Working Paper (2009)
  2. Reinforcement Learning and Savings Behavior
    Journal of Finance, 2009, 64, (6), 2515-2534 Downloads View citations (45)
    See also Working Paper (2009)

2006

  1. Large blocks of stock: Prevalence, size, and measurement
    Journal of Corporate Finance, 2006, 12, (3), 594-618 Downloads View citations (62)
    See also Working Paper (2005)

2003

  1. Corporate Governance and Equity Prices
    The Quarterly Journal of Economics, 2003, 118, (1), 107-156 Downloads View citations (396)
    See also Working Paper (2002)
  2. Estimating the Returns to Insider Trading: A Performance-Evaluation Perspective
    The Review of Economics and Statistics, 2003, 85, (2), 453-471 Downloads View citations (66)
  3. Optimal Defaults
    American Economic Review, 2003, 93, (2), 180-185 Downloads View citations (53)

2002

  1. How does the Internet affect trading? Evidence from investor behavior in 401(k) plans
    Journal of Financial Economics, 2002, 64, (3), 397-421 Downloads View citations (21)

2001

  1. Institutional Investors and Equity Prices
    The Quarterly Journal of Economics, 2001, 116, (1), 229-259 Downloads View citations (317)
    See also Working Paper (1998)
  2. Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation
    Journal of Finance, 2001, 56, (1), 45-85 Downloads View citations (40)
    See also Working Paper

1999

  1. Correspondence
    Journal of Economic Perspectives, 1999, 13, (3), 235-242 Downloads View citations (1)
  2. Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters
    Journal of Finance, 1999, 54, (5), 1743-1775 Downloads View citations (30)
    See also Working Paper (1998)

1998

  1. Conflicts and Choices in Biodiversity Preservation
    Journal of Economic Perspectives, 1998, 12, (3), 21-34 Downloads View citations (52)
    See also Working Paper (1998)
  2. Price versus Quantity: Market-Clearing Mechanisms When Consumers Are Uncertain about Quality
    Journal of Risk and Uncertainty, 1998, 17, (3), 215-42 Downloads View citations (5)

1997

  1. Irreversible Investment and Strategic Interaction
    Economica, 1997, 64, (253), 31-47 Downloads View citations (3)

1996

  1. March madness? Strategic behavior in NCAA basketball tournament betting pools
    Journal of Economic Behavior & Organization, 1996, 30, (2), 159-172 Downloads View citations (3)
  2. Patterns of Behavior in Endangered Species Preservation
    Land Economics, 1996, 72, (1), 1-16 Downloads View citations (51)

1995

  1. A Natural Experiment in "Jeopardy!"
    American Economic Review, 1995, 85, (1), 240-53 Downloads View citations (57)

1994

  1. Fictitious Play in 2 x 2 Games: A Geometric Proof of Convergence
    Economic Theory, 1994, 4, (6), 923-33 View citations (9)

Chapters

2013

  1. Securitization
    Elsevier Downloads
    See also Working Paper (2012)

2010

  1. Extreme Governance: An Analysis of Dual-Class Firms in the United States
    A chapter in Corporate Governance, 2010 View citations (55)
    See also Journal Article in Review of Financial Studies (2010)
  2. Securitized Banking and the Run on Repo
    A chapter in Market Institutions and Financial Market Risk, 2010 View citations (21)
    See also Journal Article in Journal of Financial Economics (2012)
    Working Paper (2009)

2005

  1. Passive Decisions and Potent Defaults
    A chapter in Analyses in the Economics of Aging, 2005, pp 59-78 Downloads View citations (1)
    See also Working Paper (2003)

2004

  1. For Better or for Worse: Default Effects and 401(k) Savings Behavior
    A chapter in Perspectives on the Economics of Aging, 2004, pp 81-126 Downloads View citations (37)
    See also Working Paper (2002)

2002

  1. Defined Contribution Pensions: Plan Rules, Participant Choices, and the Path of Least Resistance
    A chapter in Tax Policy and the Economy, Volume 16, 2002, pp 67-114 Downloads View citations (38)
 
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