Details about Steven Sharpe
Access statistics for papers by Steven Sharpe.
Last updated 2012-12-13. Update your information in the RePEc Author Service.
Short-id: psh65
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Working Papers
2012
- From the horse’s mouth: how do investor expectations of risk and return vary with economic conditions?
Working Paper Series, Federal Reserve Bank of Chicago
2008
- Expectations of risk and return among household investors: Are their Sharpe ratios countercyclical?
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
See also Journal Article in Proceedings (2009)
- Footnotes Aren't Enough: The Impact of Pension Accounting on Stock Values
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2008) View citations (1)
See also Journal Article in Journal of Pension Economics and Finance (2008)
2007
- Anchoring bias in consensus forecasts and its effect on market prices
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
See also Journal Article in Journal of Financial and Quantitative Analysis (2009)
2006
- How did the 2003 dividend tax cut affect stock prices?
Working Paper Series, Federal Reserve Bank of Chicago View citations (2)
Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) View citations (3)
See also Journal Article in Financial Management (2008)
2005
- Do nonfinancial firms use interest rate derivatives to hedge?
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
- From the horse's mouth: gauging conditional expected stock returns from investor surveys
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 
See also Journal Article in Proceedings (2005)
- How did the 2003 dividend tax cut affect stock prices and corporate payout policy?
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
2003
- Did pension plan accounting contribute to a stock market bubble?
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (11)
See also Journal Article in Brookings Papers on Economic Activity (2003)
- Getting bad news out early: does it really help stock prices?
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
2002
- How does the market interpret analysts' long-term growth forecasts?
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
2001
- Reexamining stock valuation and inflation: the implications of analysts' earnings forecasts
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
See also Journal Article in The Review of Economics and Statistics (2002)
1999
- Share repurchases and employee stock options and their implications for S&P 500 share retirements and expected returns
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (15)
- Stock prices, expected returns, and inflation
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (12)
1996
- Debt maturity and the use of interest rate derivatives by non-financial firms
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
- Does corporate lending by banks and finance companies differ? Evidence on specialization in private debt contracting
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (26)
See also Journal Article in Journal of Finance (1998)
1995
- Bank capitalization, regulation, and the credit crunch: a critical review of the research findings
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (34)
1994
- Capital market imperfections and the incentive to lease
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
See also Journal Article in Journal of Financial Economics (1995)
- Leverage as a State Variable for Employment, Inventory Accumulation, andFixed Investment
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1994) View citations (11)
- Optimal bank portfolios and the credit crunch
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (7)
- Rents and quasi-rents in the wage structure: evidence from hostile takeovers
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
1993
- Financial market imperfections, firm leverage and the cyclicality of employment
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
See also Journal Article in American Economic Review (1994)
1992
- Consumer switching costs, market structure and prices: the theory and its application in the bank deposit market
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
- Hostile Takeovers and Expropriation of Extramarginal Wages: A Test
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1992) View citations (2)
1991
- Debt and employment volatility over the business cycle
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
- Debt maturity and the back-to-the-wall theory of corporate finance
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
1990
- Animal spirits, margin requirements, and stock price volatility
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1989)
See also Journal Article in Journal of Finance (1991)
- Switching costs, market concentration, and prices: the theory and its empirical implications in the bank deposit market
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
1989
- A theory of credit rationing and the maturity structure of debt
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1988) View citations (1)
- Asymmetric information, bank lending, and implicit contracts: a stylized model of customer relationships
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
See also Journal Article in Journal of Finance (1990)
- Market structure and the nature of price rigidity: evidence from the market for consumer deposits
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (27)
See also Journal Article in The Quarterly Journal of Economics (1992)
1988
- Post-deregulation deposit rate pricing: the multivariate dynamics
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
1987
- Asymmetric information, bank lending, and implicit contracts: a stylized model of continuing relationships
Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.)
- Price rigidity in imperfectly competitive markets: a survey of theoretical approaches
Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.)
1986
- Experience goods, customer loyalty, and sticky prices in a dynamic market
Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.)
Journal Articles
2009
- Anchoring Bias in Consensus Forecasts and Its Effect on Market Prices
Journal of Financial and Quantitative Analysis, 2009, 44, (02), 369-390 
See also Working Paper (2007)
- Expectations of risk and return among household investors: Are their Sharpe ratios countercyclical?
Proceedings, 2009, (Jan) 
See also Working Paper (2008)
2008
- Footnotes aren't enough: the impact of pension accounting on stock values
Journal of Pension Economics and Finance, 2008, 7, (03), 257-276 View citations (1)
See also Working Paper (2008)
- How Did the 2003 Dividend Tax Cut Affect Stock Prices?
Financial Management, 2008, 37, (4), 625-646 
See also Working Paper (2006)
2005
- Downside risk
Proceedings, 2005
- From the horse’s mouth: gauging conditional expected stock returns from investor surveys
Proceedings, 2005 View citations (1)
See also Working Paper (2005)
2003
- Did Pension Plan Accounting Contribute to a Stock Market Bubble?
Brookings Papers on Economic Activity, 2003, 34, (1), 323-371 View citations (11)
See also Working Paper (2003)
2002
- Reexamining Stock Valuation and Inflation: The Implications Of Analysts' Earnings Forecasts
The Review of Economics and Statistics, 2002, 84, (4), 632-648 View citations (21)
See also Working Paper (2001)
1998
- Does Corporate Lending by Banks and Finance Companies Differ? Evidence on Specialization in Private Debt Contracting
Journal of Finance, 1998, 53, (3), 845-878 View citations (51)
See also Working Paper (1996)
1997
- Bank asset opaqueness: some comments
Proceedings, 1997, (May), 435-440
1996
- Does lending by banks and finance companies differ?
Proceedings, 1996, (May), 256-276 View citations (4)
1995
- Capital market imperfections and the incentive to lease
Journal of Financial Economics, 1995, 39, (2-3), 271-294 View citations (26)
See also Working Paper (1994)
1994
- Financial Market Imperfections, Firm Leverage, and the Cyclicality of Employment
American Economic Review, 1994, 84, (4), 1060-74 View citations (66)
See also Working Paper (1993)
1992
- Market Structure and the Nature of Price Rigidity: Evidence from the Market for Consumer Deposits
The Quarterly Journal of Economics, 1992, 107, (2), 657-80 View citations (99)
See also Working Paper (1989)
1991
- Animal Spirits, Margin Requirements, and Stock Price Volatility
Journal of Finance, 1991, 46, (2), 717-31 View citations (6)
See also Working Paper (1990)
- Credit rationing, concessionary lending, and debt maturity
Journal of Banking & Finance, 1991, 15, (3), 581-604 View citations (8)
1990
- Asymmetric Information, Bank Lending, and Implicit Contracts: A Stylized Model of Customer Relationships
Journal of Finance, 1990, 45, (4), 1069-87 View citations (332)
See also Working Paper (1989)
- Post-deregulation Bank-Deposit-Rate Pricing: The Multivariate Dynamics
Journal of Business & Economic Statistics, 1990, 8, (3), 281-91 View citations (14)
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