Yale School of Management Working Papers

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2001: The Tennessee Valley Authority: Competing in Markets for Capital and Electricity in Pursuit of Solvency

Paul W. MacAvoy and Dennis E. Logue

2001: Valuation of the Debt-Tax Shield

Deen Kemsley and Doron Nissim

2001: What is Wrong with American Telecommunications?

J. Gregory Sidak and Paul W. MacAvoy

2001: When Shopbots Meet Emails: Implications for Price Competition on the Internet

K. Sudhir and Yuxin Chen

2001: The Disposition Effect and Momentum

Bing NMI1 Han and Mark Grinblatt

2001: China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version)

William Goetzmann, Andrey Ukhov and Ning Zhu

2001: Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors

Massimo Massa and William Goetzmann

2001: Does Arbitrage Flatten Demand Curves for Stocks?

Jeffrey Wurgler and Ekaterina Zhuravskaya

2001: The Essential Role of Organizational Law

Henry Hansmann and Reinier Kraakman

2001: What Makes Investors Trade?

Mark Grinblatt and Matti Keloharju

2001: Distance, Language, and Culture Bias: The Role of Investor Sophistication

Mark Grinblatt and Matti Keloharju

2001: Less Is More: Making Shareholder Activism A Valued Mechanism Of Corporate Governance

Roberta Romano

2001: Cowboys or Cowards: Why are Internet Car Prices Lower?

Florian Zettelmeyer, Fiona M. Scott Morton and Jorge Silva-Risso

2001: Consumer Information and Price Discrimination: Does the Internet Affect the Pricing of New Cars to Women and Minorities?

Florian Zettelmeyer, Fiona M. Scott Morton and Jorge Silva-Risso

2001: Corporate Financial Policies and Performance Around Currency Crises

Arturo Bris, Yrjö Koskinen and Vicente Pascual Pons-Sanz

2001: Investigating New Product Diffusion across Products and Countries

K. Sudhir, Andrew S. Ainslie and Debabrata Talukdar

2001: Equity Portfolio Diversification

Alok Kumar and William Goetzmann

2001: A Multiple Ideal Point Model: Capturing Multiple Preference Effects From Within an Ideal Point Framework

K. Sudhir, Jack K.H. Lee and Joel Steckel

2001: Structural Analysis of Manufacturer Pricing in the Presence of a Strategic Retailer

K. Sudhir, Vrinda Kadiyali and Vithala R. Rao

2001: Empirical Risk-Return Analysis of Real Estate Investments in the U.S., 1972-1999

Jack Clark Francis and Roger G. Ibbotson

2001: Trading Takes Time

Liang Peng

2001: Does Asset Allocation Policy Explain 40, 90, 100 Percent of Performance?

Roger G. Ibbotson and Paul D. Kaplan

2001: Competitive Pricing Behavior in the US Auto Market: A Structural Analysis

K. Sudhir

2001: Dynamic Analysis of a Competitive Marketing System

Dick Wittink, Csilla Horvath and Peter S.H. Leeflang

2001: Dividend Tax Capitalization: Further Thoughts, Comments, and Response to Michelle Hanlon, James Myers, and Terry Shevlin

Deen Kemsley

2001: Building A Venture Capital Index

Liang Peng

2001: Stock Valuation and Investment Strategies

Zhiwu Chen and Ming Dong

2001: Flexible Term Structure Estimation: Which Method Is Preferred?

Andrew Jeffrey, Oliver Linton and Thong Nguyen

2001: Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations

Ray Fair

2001: The Brand Switching Fraction of Promotion Effects: Unit Sales Versus Elasticity Decompositions

Dick Wittink, Sachin Gupta and Harald J. van Heerde

2001: A Theory of Mutual Funds: Optimal Fund Objectives and Industry Organization

Matthew I. Spiegel and Harry Mamaysky

2001: The Need for Competition in International Securities Regulation

Roberta Romano

2001: A New Approach to Estimating the Probability of Winning the Presidency

Edward H. Kaplan and Arnold I. Barnett

2001: The Efficient Allocation of Proceeds from a Utility's Sale of Assets

Paul W. MacAvoy and J. Gregory Sidak

2001: Does Government Funding Alter Nonprofit Governance? Evidence from New York City Nonprofit Contractors

Sharon M. Oster and Katherine M. O'Regan

2001: Dividend Tax Capitalization: Clarifications and Responses to Recent Challenges

Deen Kemsley

2001: Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets

Shyam Sunder

2001: High-Water Marks and Hedge Fund Management Contracts

William Goetzmann, Jonathan Ingersoll and Stephen Ross

2001: A New Approach of Valuing Illiquid Asset Portfolios

Liang Peng

2001: Shock Effects on Stocks, Bonds, and Exchange Rates

Ray Fair

2001: Duration, Convexity and Higher Order Hedging (Revisited)

Andrew Jeffrey

2001: Optimal Liquidity Trading

Gur Huberman and Werner Stanzl

2001: Tracking the Invisible Hand: Convergence of Double Auctions to Competitive Equilibrium

Shyam Sunder and Antoni Bosch-Domènech

2001: Design and Implementation of Contracts: A Comparison of Factor Markets Relevant to Financial Reporting in Japan and the U.S

Shyam Sunder

2001: Accounting: Continuity and Transition

Shyam Sunder

2001: The Ripple Effect: Emotional Contagion In Groups

Sigal G. Barsade

2001: Is the Opportunity Cost of Idle Capacity Zero? Coase (1938) Versus Managerial Accounting Circa 2000

Ramamurthy oRamjio Balakrishnan, K. Sivaramakrishnan and Shyam Sunder

2001: Classical, Stewardship, and Market Perspectives on Accounting: A Synthesis

Shyam Sunder

2001: Defining Residual Risk-Sharing Opportunities: Pooling World Income Components

Stefano Athanasoulis and Robert Shiller

2001: Corporate Financial Policies and Performance Prior to Currency Crises

Yrjö Koskinen and Arturo Bris

2001: A Non-Random Walk Down the Main Street: Impact of Price Trends on Trading Decisions of Individual Investors

Alok Kumar and Ravi Dhar

2001: Competition and Price Discrimination in Yellow Pages Advertising

Meghan R. Busse and Marc Rysman

2001: The Effect of University Endowment Growth on Giving: Is There Evidence of Crowding Out?

Sharon M. Oster

2001: Game Theory and Operations Research: Some Musings 50 Years Later

Martin Shubik

2001: Is There Empirical Support for the 'Modern' View of Macroeconomics?

Ray Fair

2001: The Great Gatsby: Yale, Princeton, Columbia, Harvard, Oxford

Ray Fair

2001: Why do Biased Heuristics Approximate Bayes Rule in Double Auctions?

Shyam Sunder and Karim Jamal

2001: High-Water Marks and Hedge Fund Management Contracts

William Goetzmann, Jonathan E. Ingersoll and Stephen Ross

2001: Risk, Public Perception and Education: Quantitative and Qualitative Risk

Martin Shubik

2001: A Valuation Study of Stock-Market Seasonality and Firm Size

Zhiwu Chen and Jan Jindra

2001: Stock Valuation in Dynamic Economics

Zhiwu Chen and Gurdip Bakshi

2001: Day Trading International Mutual Funds: Evidence And Policy Solutions

William Goetzmann, Zoran Ivkovich and K. Rouwenhorst

2001: Flexible Decomposition of Sales Promotion Effects Using Store-Level Scanner Data

Dick Wittink, Peter S.H. Leeflang and Harald J. van Heerde

2001: Why Not Allow the FASB and IASB Standards to Compete in the U.S.?

Shyam Sunder and Ronald A. Dye

2001: The Strategic Destruction of Northeast Utilities

Paul W. MacAvoy and Jean W. Rosenthal

2001: Event Studies and the Law: Part II - Empirical Studies of Corporate Law

Roberta Romano and Sanjai Bhagat

2001: Using Experimental Data to Model Bargaining Behavior in Ultimatum Games

Shyam Sunder and Haijin Lin

2001: Event Studies and the Law - Part I: Technique and Corporate Litigation

Roberta Romano and Sanjai Bhagat

2001: Market Timing and Capital Structure

Jeffrey Wurgler and Malcolm Baker

2001: Dynamics of Effective Quotes and Spreads Between Consecutive Trades - A Real-Time Structural Model of Price Formation

Liang Peng

2001: HOPE VI: Market Means/Public Ends

Harry J. Wexler

2001: Daily Momentum And Contrarian Behavior Of Index Fund Investors

Massimo Massa and William Goetzmann

2001: The Significance of the Market Portfolio

Robert Shiller and Stefano Athanasoulis

2001: Elderly Asset Management and Health: An Empirical Analysis

Jonathan S. Feinstein and Chih-Chin Ho

2001: Local Return Factors and Turnover in Emerging Stock Markets

K. Rouwenhorst

2001: The Bias of the RSR Estimator and the Accuracy of Some Alternatives

William Goetzmann and Liang Peng

2001: The Policy Implications of Portfolio Choice in Underserved Mortgage Markets

William Goetzmann and Matthew Spiegel

2001: Modeling Term Structures of Swap Spreads

Hua He

2001: The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence

Mark Grinblatt and Tobias Moskowitz

2001: Financial Markets And The Allocation Of Capital

Jeffrey Wurgler

2001: Housing Return And Construction Cycles

Matthew Spiegel

2001: Hedge Funds With Style

Stephen Brown and William Goetzmann

2001: Do Countries Specialize?

Peter Schott

2001: The End Of History For Corporate Law

Henry Hansmann and Reinier Kraakman

2001: Governance Practices Among Nonprofit Organizations Contracting with New York City

Sharon M. Oster, Ira M. Millstein and Katherine M. O'Regan

2001: Game Theory: Some Observations

Martin Shubik

2001: Control and Assurance in E-Commerce: Privacy, Integrity and Security at eBay

Rong-Ruey Duh, Karim Jamal and Shyam Sunder

2001: Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals

David Geltner and William Goetzmann

2001: Behavioral Factors in Mutual Fund Flows

Massimo Massa, William Goetzmann and K. Rouwenhorst

2001: Global Real Estate Markets: Cycles And Fundamentals

Bradford Case, William Goetzmann and K. Rouwenhorst

2001: Arbitrage-Free Price-Update and Price-Impact Functions

Werner Stanzl and Gur Huberman

2001: Economic and Legal Aspects of Costly Recontracting

Alan Schwartz and Joel Watson

2001: The Development Of Corporate Performance Measures: Benchmarks Before EVA

Stanley Garstka and William Goetzmann

2001: Toehold Strategies, Takeover Laws And Rival Bidders

S. Ravid and Matthew Spiegel