Details about Bryan R. Routledge

Access statistics for papers by Bryan R. Routledge.

Last updated 2012-11-20. Update your information in the RePEc Author Service.

Short-id: pro450

Working Papers

2021

1. PEAD.txt: Post-Earnings-Announcement Drift Using Text
   Working Papers, Federal Reserve Bank of Philadelphia View citations (3)

2009

2. The Cyclical Component of US Asset Returns
   2009 Meeting Papers, Society for Economic Dynamics View citations (1)

2008

3. The Term Structure of Oil Prices, Bond Prices, and Monetary Policy
   2008 Meeting Papers, Society for Economic Dynamics

2007

4. Recursive Risk Sharing: Microfoundations for Representative-Agent Asset Pricing
   2007 Meeting Papers, Society for Economic Dynamics

2006

5. Asset pricing implications for business cycle analysis
   2006 Meeting Papers, Society for Economic Dynamics

2005

6. Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)

2004

7. Exotic Preferences for Macroeconomists
   Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (122)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (125)
   See also Chapter Exotic Preferences for Macroeconomists, NBER Chapters, National Bureau of Economic Research, Inc (2005) View citations (36) (2005)
8. International Risk Sharing with exotic preferences
   2004 Meeting Papers, Society for Economic Dynamics View citations (1)

2003

9. Generalized Disappointment Aversion and Asset Prices
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
   See also Journal Article Generalized Disappointment Aversion and Asset Prices, Journal of Finance, American Finance Association (2010) View citations (96) (2010)

2001

10. Model Uncertainty and Liquidity
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (3)
    Computing in Economics and Finance 2000, Society for Computational Economics (2000)
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
    See also Journal Article Model Uncertainty and Liquidity, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2009) View citations (75) (2009)

2000

11. SOLUTION ALGORITHMS FOR DYNAMIC CHOQUET EXPECTED UTILITY
    Computing in Economics and Finance 2000, Society for Computational Economics

1998

12. The Spark Spread: An equilibrium model of the Cross-Commodity Price Relationships in Electricity
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (6)

Undated

13. Co-Evolution and Spatial Interactoin
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (3)
14. Endogenous Social Capital
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (1)
15. Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (9)
16. Equilibrium Forward Curves for Commodities
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (1)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (5)
    See also Journal Article Equilibrium Forward Curves for Commodities, Journal of Finance, American Finance Association (2000) View citations (219) (2000)

Journal Articles

2010

1. Generalized Disappointment Aversion and Asset Prices
   Journal of Finance, 2010, 65, (4), 1303-1332 View citations (96)
   See also Working Paper Generalized Disappointment Aversion and Asset Prices, NBER Working Papers (2003) View citations (15) (2003)

2009

2. Model Uncertainty and Liquidity
   Review of Economic Dynamics, 2009, 12, (4), 543-566 View citations (75)
   See also Working Paper Model Uncertainty and Liquidity, NBER Working Papers (2001) View citations (23) (2001)
   Software Item Code files for "Model Uncertainty and Liquidity", Computer Codes (2009) (2009)

2003

3. Social capital and growth
   Journal of Monetary Economics, 2003, 50, (1), 167-193 View citations (89)

2002

4. Project Assignment Rights and Incentives for Eliciting Ideas
   Management Science, 2002, 48, (7), 886-899 View citations (4)

2001

5. GENETIC ALGORITHM LEARNING TO CHOOSE AND USE INFORMATION
   Macroeconomic Dynamics, 2001, 5, (02), 303-325 View citations (14)

2000

6. Equilibrium Forward Curves for Commodities
   Journal of Finance, 2000, 55, (3), 1297-1338 View citations (219)
   See also Working Paper Equilibrium Forward Curves for Commodities, GSIA Working Papers View citations (1)

1999

7. Adaptive Learning in Financial Markets
   The Review of Financial Studies, 1999, 12, (5), 1165-1202 View citations (44)

Chapters

2005

1. Exotic Preferences for Macroeconomists
   A chapter in NBER Macroeconomics Annual 2004, Volume 19, 2005, pp 319-414 View citations (36)
   See also Working Paper Exotic Preferences for Macroeconomists, New York University, Leonard N. Stern School of Business, Department of Economics (2004) View citations (122) (2004)

Software Items

2009

1. Code files for "Model Uncertainty and Liquidity"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Model Uncertainty and Liquidity, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2009) View citations (75) (2009)