Yale School of Management Working Papers

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2008: Offshore Hedge Funds: Survival & Performance 1989-1995

Stephen J. Brown, William N. Goetzmann and Roger Ibbotson

2008: Human Capital, Asset Allocation, and Life Insurance

Roger Ibbotson, Peng Chen, Moshe Milevsky and Xingnong Zhu

2008: Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry

Martijn Cremers, Joost Driessen, Pascal Maenhout and David Weinbaum

2008: Markets for Attention: Will Postage for Email Help?

Shyam Sunder, Matthew Cronin, Darrin Filer, Robert Kraut, James Morris, Rahul Telang and Proceedings the

2008: The Euro is Good After All: Corporate Evidence

Arturo Bris, Yrjö Koskinen and Mattias Nilsson

2008: Corporate Leverage And Currency Crises

Arturo Bris and Yrjö Koskinen

2008: The Fundamentals of Commodity Futures Returns

Gary Gorton, Fumio Hayashi and K. Geert Rouwenhorst

2008: Corporate Financial Policies and Performance Around Currency Crises

Arturo Bris, Yrjö Koskinen and Vicente Pons-Sanz

2008: Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors

Geetesh Bhardwaj, Gary Gorton and K. Geert Rouwenhorst

2008: Measuring Prices and Price Competition Online: Amazon and Barnes and Noble

Austan Goolsbee and Judith Ann Chevalier

2008: The Subprime Panic

Gary Gorton

2008: Why Do Demand Curves for Stocks Slope Down?

Antti Petajisto

2008: A Textbook Example of International Price Discrimination

Christos Cabolis, Sofronis Clerides, Ioannis Ioannou and Daniel Senft

2008: The Panic of 2007

Gary Gorton

2008: The Role of Beta and Size in the Cross-Section of European Stock Returns

Steven Heston, K. Geert Rouwenhorst and Roberto Wessels

2008: Dynamic Competition, Innovation and Strategic Financing

Matthew Spiegel and Heather Tookes

2008: Why Does the Law of One Price Fail? An Experiment on Index Mutual Funds

James Jinwoo Choi, David Isaac Laibson and Brigitte C. Madrian

2008: Turning Over Turnover

Martijn Cremers and Jianping Mei

2008: Natural Selection in Financial Markets: Does it Work?

Hongjun Yan

2008: The Open-End Japanese Mutual Fund Puzzle

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

2008: Positive Portfolio Factors

Stephen J. Brown, William N. Goetzmann and Mark Grinblatt

2008: The Dow Theory: William Peter Hamilton's Track Record Re-Considered

Stephen J. Brown, William N. Goetzmann and Alok Kumar

2008: Hedge Funds and the Asian Currency Crisis of 1997

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

2008: Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs

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

2008: Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows

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

2008: Hedge Funds With Style

Stephen J. Brown and William N. Goetzmann

2008: Double Auction Dynamics: Structural Effects of Non-binding Price Controls

Dhananjay K. and Shyam Sunder

2008: Social Identity and Preferences

Daniel Benjamin, James Jinwoo Choi and A. Strickland

2008: Convergence of Double Auctions to Pareto Optimal Allocations in the Edgeworth Box

Dhananjay K., Shyam Sunder and Stephen Spear

2008: How are Preferences Revealed?

John Beshears, James Jinwoo Choi, David Isaac Laibson and Brigitte C. Madrian

2008: Safety First Portfolio Insurance

Mark Broadie and William N. Goetzmann

2008: International Momentum Strategies

K. Geert Rouwenhorst

2008: Tax Expense Surprises and Future Returns

Jacob Thomas and Frank Zhang

2008: Long-Term Global Market Correlations

William N. Goetzmann, Lingfeng Li and K. Geert Rouwenhorst

2008: Institutional Investors and Proxy Voting: The Impact of the 2003 Mutual Fund Voting Disclosure Regulation

Martijn Cremers and Roberta Romano

2008: The Flypaper Effect in Individual Investor Asset Allocation

James Jinwoo Choi, David Isaac Laibson and Brigitte C. Madrian

2008: Estimating Exchange Rate Equations Using Estimated Expectations

Ray Fair

2008: The Origins of Mutual Funds

K. Geert Rouwenhorst

2008: Simplification and Saving

John Beshears, James Jinwoo Choi, David Isaac Laibson and Brigitte C. Madrian

2008: Estimating Term Structure Equations Using Macroeconomic Variables

Ray Fair

2007: Understanding Recent Trends in House Prices and Home Ownership

Robert Shiller

2007: Non-Monotonicity of the Tversky-Kahneman Probability-Weighting Function: A Cautionary Note

Jonathan Ingersoll

2007: Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models

Robert Shiller

2007: Takeover Defenses and Competition

Martijn Cremers, Vinay Nair and Urs C. Peyer

2007: Accounting: Labor, Capital and Product Markets

Shyam Sunder

2007: Auditor Liability Reforms in the UK and the US: A Comparative Review

Tim Bush, Shyam Sunder and Stella Fearnley

2007: Uniform Financial Reporting Standards: Reconsidering the Top-Down Push

Shyam Sunder

2007: Economizing Principle in Accounting Research

Shyam Sunder

2007: Takeovers and the Cross-Section of Returns

Martijn Cremers, Vinay Nair and Kose John

2007: Testing for a New Economy in the 1990s

Ray C. Fair

2007: Risk Aversion and Stock Prices

Ray C. Fair

2007: Bootstrapping Macroeconometric Models

Ray C. Fair

2007: Estimates of the Effectiveness of Monetary Policy

Ray C. Fair

2007: Interpreting the Predictive Uncertainty of Elections

Ray Fair, Cowles Discussion and Yale Working

2007: A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?

Ray Fair

2007: On Modeling the Effects of Inflation Shocks

Ray Fair

2007: Evaluating Inflation Targeting Using a Macroeconometric Model

Ray Fair

2007: Estimated Age Effects in Athletic Events and Chess

Ray Fair

2007: Branch Rickey's Equation Fifty Years Later

Ray Fair and Danielle Catambay

2007: College Football Rankings and Market Efficiency

Ray Fair and John Oster

2007: Financing the Civil War: The Confederacy's Financial Strategy

Rose Razaghian

2007: Collateralized Debt Obligations and Credit Risk Transfer

Douglas Lucas, Laurie Goodman and Frank J. Fabozzi

2007: Securitization: The Tool of Financial Transformation

Frank J. Fabozzi and Vinod Kothari

2007: Regulation, Competition and Independence in a Certification Society: Financial Reports Vs. Baseball Cards

Shyam Sunder and Karim Jamal

2007: Prospect Theory, Mental Accounting, and Momentum

Mark Grinblatt and Bing Han

2007: Bonds or Loans? The Effect of Macroeconomic Fundamentals

Galina B Hale

2007: Presidential and Congressional Vote-Share Equations

Ray Fair

2007: Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets

Hirota, Shin'ichi and Shyam Sunder

2007: Commodity Futures: A Japanese Perspective

Gary Gorton, Fumio Hayashi and K. Geert Rouwenhorst