Yale School of Management Working Papers

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2005: Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty

William Goetzmann and Ravi Dhar

2005: The Performance of Real Estate Portfolios: A Simulation Approach

William Goetzmann and Jeffrey D. Fisher

2005: Will History Rhyme? The Past as Financial Future

William Goetzmann

2005: Why Do Individual Investors Hold Under-Diversified Portfolios?

William Goetzmann and Alok Kumar

2005: Short-Sales in Global Perspective

William Goetzmann, Arturo Bris and Ning Zhu

2005: Portfolio Diversification, Proximity Investment and City Agglomeration

William Goetzmann, Massimo Massa and Andrei Simonov

2005: Performance Persistence

William Goetzmann and Stephen J. Brown

2005: The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control

William Goetzmann and Elisabeth Köll

2005: More Social Security, Not Less

William Goetzmann

2005: History and the Equity Risk Premium

William Goetzmann and Roger Ibbotson

2005: Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias

William Goetzmann and Massimo Massa

2005: Bubble Investors: What Were They Thinking?

William Goetzmann and Ravi Dhar

2005: British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach

William Goetzmann and Andrey Ukhov

2005: Dispersion of Opinion and Stock Returns

William Goetzmann and Massimo Massa

2004: The Role of the Market Maker in International Capital Markets: Challenges and Benefits of Implementation in Emerging Markets

Marios Panayides and Andreas Charitou

2004: The Specialist`s Participation in Quoted Prices and the NYSE`s Price Continuity Rule

Marios Panayides

2004: Families, Human Capital, and Small Business: Evidence from the Characteristics of Business Owners Survey

Robert W. Fairlie and Alicia Robb

2004: Is Dualism Worth Revisiting?

Gustav Ranis

2004: The Edgeworth, Cournot and Walrasian Cores

Martin Shubik

2004: Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence

Peter C. B. Phillips and Donggyu Sul

2004: Long Run Variance Estimation Using Steep Origin Kernels Without Truncation

Peter C. B. Phillips, Sainan Jin and Yixiao Sun

2004: Prewhitening Bias in HAC Estimation

Peter C. B. Phillips, Chi-Young Choi and Donggyu Sul

2004: Liquidity Black Holes

Stephen Morris and Hyun Song Shin

2004: Risk and Wealth in a Model of Self-Fulfilling Currency Attacks

Stephen Morris and Bernardo Guimaraes

2004: Two Statistical Problems in the Princeton Project on the European Fertility Transition

Timothy Guinnane and John Christopher Brown

2004: On the Empirical Content of Quantal Response Equilibrium

Philip A. Haile, Ali Hortaçsu and Grigory Kosenok

2004: Wage Rentals for Reproducible Human Capital: Evidence from Ghana and the Ivory Coast

T. Paul Schultz

2004: Fertility, Child Work and Schooling Consequences of Family Planning Programs: Evidence from an Experiment in Rural Bangladesh

Nistha Sinha

2004: Building Criminal Capital Behind Bars: Social Learning in Juvenile Corrections

Patrick Bayer, Randi Pintoff and David Emanuel Pozen

2004: Privatizing Highways in Latin America: Is it Possible to Fix What Went Wrong?

Eduardo M.R.A. Engel, Ronald David Fischer and Alexander Galetovic

2004: Estimating Equilibrium Models of Sorting Across Locations

Patrick Bayer and Christopher D. Timmins

2004: Incidental Trends and the Power of Panel Unit Root Tests

Peter C. B. Phillips, Hyungsik Roger Moon and Benoit Perron

2004: Pouring Money Down the Drain? How Sunk Investments and Signing Bonuses can Improve Employee Incentives

Anil Arya, Hans Frimor and Brian Mittendorf

2004: A Note on the Equilibrium Properties of Locational Sorting Models

Patrick Bayer and Christopher D. Timmins

2004: An Equilibrium Model of Sorting in an Urban Housing Market: The Causes and Consequences of Residential Segregation

Patrick Bayer, Robert McMillan and Kim Rueben

2004: What Drives Racial Segregation? New Evidence Using Census Microdata

Patrick Bayer, Robert McMillan and Kim Rueben

2004: Could Higher Taxes Increase the Long-Run Demand for Capital?: Theory and Evidence for Chile

Eduardo M.R.A. Engel, Alvaro Bustos and Alexander Galetovic

2004: Intrahousehold Resource Allocation in Cote D'Ivoire: Social Norms, Separate Accounts and Consumption Choices

Christopher Udry and Esther Duflo

2004: The Ideal Inflation Indexed Bond and Irving Fisher's Impatience Theory of Interest in an Overlapping Generations World

John Geanakoplos

2004: Monotone Preferences Over Information

Juan Dubra and Federico Echenique

2004: Expected Utility Without the Completeness Axiom

Juan Dubra, Fabio Maccheroni and Efe Ok

2004: Accounting: Labor, Capital and Product Markets

Shyam Sunder

2004: Cross-section Regression with Common Shocks

Donald W. K. Andrews

2004: Real Determinacy with Nominal Assets

John Geanakoplos and Pradeep K. Dubey

2004: Child Labor

Christopher Udry

2004: Disagreement about Inflation Expectations

N. Gregory Mankiw, Ricardo Reis and Justin Wolfers

2004: Fundamental R&D Spillovers and the Internationalization of a Firm's Research Activities

Robert Owen and Bernard Franck

2004: The Harmonic Fisher Equation and the Inflationary Bias of Real Uncertainty

John Geanakoplos, Ioannis Karatzas, Martin Shubik and William D. Sudderth

2004: Multidimensional Private Value Auctions

Stephen Morris and Hanming Fang

2004: Morale Hazard

Hanming Fang and Giuseppe Moscarini

2004: Robust Mechanism Design

Stephen Morris and Dirk Bergemann

2004: Strategic Freedom, Constraint, and Symmetry in One-period Markets with Cash and Credit Payment

Martin Shubik and David Eric Smith

2004: Structure, Clearinghouses and Symmetry

Martin Shubik and David Eric Smith

2004: Two New Proofs of Afriat's Theorem

Herbert E. Scarf, Ana Fostel and Michael Todd

2004: Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction

John C. Chao and Norman R. Swanson

2004: Consistent Estimation with a Large Number of Weak Instruments

John C. Chao and Norman R. Swanson

2004: On Houseswapping, the Strict Core, Segmentation, and Linear Programming

Thomas Quint and Jun Wako

2004: Human Resources in China: The Birth Quota, Returns to Schooling, and Migration

T. Paul Schultz

2004: Buying Fields and Marrying Daughters: An Empirical Analysis of Rosca Auctions in a South Indian Village

Stefan Klonner

2004: On Local and Network Games

Martin Shubik and Thomas Quint

2004: Dynamic Price Competition

Dirk Bergemann and Juuso Valimaki

2004: Human Capital, Schooling and Health Returns

T. Paul Schultz

2004: Committee Design in the Presence of Communication

Dino Gerardi and Leeat Yariv

2004: Indeterminacy of Citizen-candidate Equilibrium

John Roemer

2004: Political Equilibrium with Private or/and Public Campaign Finance: A Comparison of Institutions

John Roemer

2004: Eclectic Distributional Ethics

John Roemer

2004: Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation

Peter C. B. Phillips, Sainan Jin and Yixiao Sun

2004: Beauty Contests, Bubbles and Iterated Expectations in Asset Markets

Stephen Morris, Franklin Allen and Hyun Song Shin

2004: Communication and Monetary Policy

Stephen Morris, Jeffery D. Amato and Hyun Song Shin

2004: End-of-Sample Cointegration Breakdown Tests

Donald W. K. Andrews and Jae-Young Kim

2004: The Elusive Empirical Shadow of Growth Convergence

Peter C. B. Phillips and Donggyu Sul

2004: Heterogeneity and Uniqueness in Interaction Games

Stephen Morris and Hyun Song Shin

2004: Coordination, Communication and Common Knowledge: A Retrospective on the Electronic Mail Game

Stephen Morris

2004: Catalytic Finance: When Does It Work?

Stephen Morris and Hyun Song Shin

2004: China's Capital and Productivity Measurement Using Financial Resources

Kui-Wai Li

2004: The Strong Law of Demand

Donald Brown and Caterina Calsamiglia

2004: Who Refers To Whom: A Study of Research References and the Relationship between Research Reports and Final Publication

Martin Shubik, Samuel McCarthy and Jianfeng Yu

2004: Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias

William Goetzmann and Massimo Massa

2004: Tests of Independence in Separable Econometric Models

Donald Brown

2004: Macroeconomic Factors and the Correlation of Stock and Bond Returns

Lingfeng Li

2004: Efficiency and the Bear: Short Sales and Markets Around the World

Arturo Bris, William Goetzmann and Ning Zhu

2004: To Your Heart's Content: An Affective Diversity Model In Top Management Teams

Sigal G. Barsade

2004: Stock Price Volatility in a Multiple Security Overlapping

N/a

2004: World Income Components: Measuring And Exploiting International Risk Sharing Opportunities

Robert J. Shiller

2004: The Dow Theory: William Peter Hamilton's Track Record Re-considered

Stephen J. Brown, William Goetzmann and Alok Kumar

2004: Rain or Shine: Where is the Weather Effect?

William Goetzmann and Ning Zhu

2004: Positive Portfolio Factors

Stephen J. Brown, William Goetzmann and Mark Grinblatt

2004: Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version)

William Goetzmann, Matthew I. Spiegel and Andrey Ukhov

2004: High Water Marks

William Goetzmann, Jonathan E. Ingersoll and Stephen A. Ross

2004: Hedge Funds With Style

Stephen J. Brown and William Goetzmann

2004: Global Real Estate Markets: Cycles And Fundamentals

Bradford Case, William Goetzmann and K. Geert Rouwenhorst

2004: Fibonacci and the Financial Revolution

William Goetzmann

2004: Fees on Fees in Funds of Funds

Stephen J. Brown, William Goetzmann and Bing Liang

2004: Equity Portfolio Diversification

William Goetzmann and Alok Kumar

2004: A Century of Global Stock Markets

William Goetzmann and Philippe Jorion

2004: Efficiency and the Bear: Short Sales and Markets around the World

Arturo Bris, William Goetzmann and Ning Zhu

2004: China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version)

William Goetzmann, Andrey Ukhov and Ning Zhu

2004: China and the World Financial Markets 1870-1930

William Goetzmann, Andrey Ukhov and Ning Zhu

2004: Behavioral Factors in Mutual Fund Flows

William Goetzmann, Massimo Massa and K. Geert Rouwenhorst

2004: An Emerging Market: The NYSE From 1815 to 1871

William Goetzmann and Roger G. Ibbotson

2004: Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs

William Goetzmann, Stephen J. Brown and James M. Park

2004: An Analysis of the Relative Performance of Japanese and Foreign Money Management

William Goetzmann, Stephen J. Brown, Takato Hiraki and Noriyoshi Shiraishi

2004: A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability

William Goetzmann, Roger G. Ibbotson and Liang Peng