Working Paper Series

From Ohio State University, Charles A. Dice Center for Research in Financial Economics
Contact information at EDIRC.
Bibliographic data for series maintained by ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2017-01: Assessing Managerial Ability: Implications for Corporate Governance

Benjamin Hermalin and Michael Weisbach

2016-25: Limited Risk Sharing and International Equity Returns

Shaojun Zhang

2016-24: Do Firms Issue More Equity When Markets Become More Liquid?

Rogier Hanselaar, René Stulz and Mathijs van Dijk

2016-23: Is the U.S. Public Corporation in Trouble?

Kathleen M. Kahle and René Stulz

2016-22: Exchange Traded Funds (ETFs)

Itzhak Ben-David, Francesco Franzoni and Rabih Moussawi

2016-21: Corporate Deleveraging

Harry DeAngelo, Andrei Concalves and René Stulz

2016-20: Investment, Tobin's q, and Interest Rates

Xiaoji Lin, Chong Wang, Neng Wang and Jinqiang Yang

2016-19: (Priced) Frictions

Kewei Hou, Sehoon Kim and Ingrid M. Werner

2016-18: Loan Product Steering in Mortgage Markets

Sumit Agarwal, Gene Amromin, Itzhak Ben-David and Douglas Evanoff

2016-17: Bank Capital and Lending Relationships

Michael Schwert

2016-16: Municipal Bond Liquidity and Default Risk

Michael Schwert

2016-15: Why Does Capital No Longer Flow More to the Industries with the Best Growth Opportunities?

Dong Wook Lee, Hyun-Han Shin and René Stulz

2016-14: Measuring Institutional Investors' Skill from Their Investments in Private Equity

Daniel R. Cavagnaro, Berk A. Sensoy, Yingdi Wang and Michael Weisbach

2016-13: Why Does Idiosyncratic Risk Increase with Market Risk?

Söhnke Bartram, Gregory W. Brown and René Stulz

2016-12: The Structure of Banker's Pay

Benjamin Bennett, Radhakrishnan Gopalan and Anjan Thakor

2016-11: The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions

Taylor Nadauld, Berk A. Sensoy, Keith Vorkink and Michael Weisbach

2016-10: Government Debt and the Returns to Innovation

Mariano Massimiliano Croce, Thien Tung Nguyen, Steve McGregor Raymond and Lukas Schmid

2016-09: Systematic Mistakes in the Mortgage Market and Lack of FInancial Sophistication

Sumit Agarwal, Itzhak Ben-David and Vincent Yao

2016-08: Trading Skill: Evidence from Trades of Corporate Insiders in Their Personal Portfolios

Itzhak Ben-David, Justin Birru and Andrea Rossi

2016-07: Why Does Fast Loan Growth Predict Poor Performance for Banks?

Ruediger Fahlenbrach, Robert Prilmeier and René Stulz

2016-06: How Management Risk Affects Corporate Debt

Yihui Pan, Tracy Yue Wang and Michael Weisbach

2016-05: Liquidity Transformation in Asset Management: Evidence form the Cash Holdings of Mutual Funds

Sergey Chernenko and Adi Sunderam

2016-04: Hedging Interest Rate Risk Using a Structural Model of Credit Risk

Jingzhi Huang and Zhan Shi

2016-3: Institutional Investments in Pure Play Stocks and Implications for Hedging Decisions

Bernadette A. Minton and Catherine M. Schrand

2016-2: Systemic Default and Return Predictability in the Stock and Bond Markets

Jack Bao, Kewei Hou and Shaojun Zhang

2016-1: Day of the Week and the Cross-Section of Returns

Justin Birru

2015-19: The Investment CAPM

Lu Zhang

2015-18: Prices and Volatilities in the Corporate Bond Market

Jack Bao, Jia Chen, Kewei Hou and Lei Lu

2015-17: The Elephant in the Room: The Impact of Labor Obligations on Credit Risk

Jack Favilukis, Xiaoji Lin and Xiaofei Zhao

2015-16: Banks' Internal Capital Markets and Deposit Rates

Itzhak Ben-David, Ajay Palvia and Chester S. Spatt

2015-15: The Nominal Price Premium

Justin Birru and Baolian Wang

2015-14: Bank Capital Requirements: A Quantitative Analysis

Thien Tung Nguyen

2015-13: Management Risk and the Cost of Borrowing

Yihui Pan, Tracy Yue Wang and Michael Weisbach

2015-12: The Dark Side of Specialization: Evidence from Risk Taking by CDO Collateral Managers

Sergey Chernenko

2015-11: Fire Sale Discount: Evidence from the Sale of Minority Equity Stakes

Serdar Dinc, Isil Erel and Rose C. Liao

2015-10: Private Equity Performance: A Survey

Steven Kaplan and Berk A. Sensoy

2015-09: The Granular Nature of Large Institutional Investors

Itzhak Ben-David, Francesco A. Franzoni, Rabih Moussawi and John Sedunov

2015-08: How Much for a Haircut? Illiquidity, Secondary Markets, and the Value of Private Equity

Nicolas P. B. Bollen and Berk A. Sensoy

2015-07: The U.S. Listing Gap

Craig Doidge, G. Karolyi and René Stulz

2015-06: Bank Sovereign Bond Holdings, Sovereign Shock Spillovers, and Moral Hazard durning the European Crisis

Andrea Beltratti and René Stulz

2015-05: A Comparison of New Factor Models

Kewei Hou, Chen Xue and Lu Zhang

2015-04: Tick Size: Theory and Evidence

Ingrid M. Werner, Yuanji Wen, Barbara Rindi, Francesco Consonni and Sabrina Buti

2015-03: The CAPM Strikes Back? An Investment Model with Disasters

Hang Bai, Kewei Hou, Howard Kung and Lu Zhang

2015-02: Are Firms in 'Boring' Industries Worth Less?

Jia Chen, Kewei Hou and René Stulz

2015-01: Understanding the Variation in the Information Content of Earnings: A Return Decomposition Analysis

Kewei Hou, Yinglei Zhang and Zili Zhuang

2014-17: Uninformative Feedback and Risk Taking: Evidence from Retail Forex Trading

Itzhak Ben-David, Justin Birru and Viktor Prokopenya

2014-16: The Rise and Fall of Demand for Securitizations

Sergey Chernenko, Samuel Hanson and Adi Sunderam

2014-15: Technology Adoption, External Financing Frictions, and the Cross Sectional Returns

Xiaoji Lin and Berardino Palazzo

2014-14: Does Uncertainty about Management Affect Firms' Costs of Borrowing?

Yihui Pan, Tracy Yue Wang and Michael Weisbach

2014-13: Corporate Fire Sales

Serdar Dinc, Isil Erel and Rose Liao