Yale School of Management Working Papers

From Yale School of Management
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.

2006: Will the Smart Institutional Investor Always Drive Prices to Fundamental Value?

Wentworth Boynton and Steven Jordan

2006: Governance Mechanisms and Bond Prices

Martijn Cremers, Vinay Nair and Chenyang Wei

2006: Multifactor Efficiency and Bayesian Inference

Martijn Cremers

2006: Good Stewards, Cheap Talkers, or Family Men? The Impact of Mutual Fund Closures on Fund Managers, Flows, Fees, and Performance

Arturo Bris, Huseyin Gulen, Padmaja Kadiyala and Raghavendra Rau

2006: Bubble Investors: What Were They Thinking?

Ravi Dhar and William Goetzmann

2006: A Breakdown of the Valuation Effects of International Cross-Listing

Arturo Bris, Salvatore Cantale and George Nishiotis

2006: The Specialist's Participation in Quoted Prices and the NYSE's Price Continuity Rule

Marios Panayides

2006: Stock Return Dynamics Under Earnings Management

Xiaotong Wang

2006: The States as a Laboratory: Legal Innovation and State Competition for Corporate Charters

Roberta Romano

2006: Accounting and Litigation Risk

Zhiyan Cao and Ganapathi Narayanamoorthy

2006: Price Impact Costs and the Limit of Arbitrage

Zhiwu Chen, Werner Stanzl and Masahiro Watanabe

2006: Which Institutional Investors Monitor? Evidence from Acquisition Activity

Lily Qiu

2006: The Joint Determination of Audit Fees, Non-Audit Fees, and Abnormal Accruals

Rick Antle, Elizabeth Gordon, Ganapathi Narayanamoorthy and Ling Zhou

2006: A Note on Erb and Harvey (2005)

Gary Gorton and K. Rouwenhorst

2006: Simulating Real Estate in the Investment Portfolio: Model Uncertainty and Inflation Hedging

William Goetzmann and Eduardas Valaitis

2006: Related Lending

Rafael Porta, Florencio de and Guillermo Zamarripa

2006: Portfolio Performance Manipulation and Manipulation-Proof Performance Measures

William Goetzmann, Jonathan Ingersoll, Matthew Spiegel and Ivo Welch

2006: How do Conflicting Theories about Financial Markets Coexist?

Wesley Phoa, Sergio Focardi and Frank Fabozzi

2006: Cross-sectional Variation in Stock Returns: Liquidity and Idiosyncratic Risk

Matthew Spiegel and Xiaotong Wang

2006: Improved Forecasting of Mutual Fund Alphas and Betas

Matthew Spiegel, Harry Mamaysky and Hong Zhang

2006: Home Equity Insurance: A Pilot Project

Andrew Caplin, William Goetzmann, Eric Hangen, Barry Nalebuff, Elisabeth Prentice, John Rodkin, Matthew Spiegel and Tom Skinner

2006: Is Regulatory Competition a Problem or Irrelevant for Corporate Governance?

Roberta Romano

2006: A Comprehensive Look at the Empirical Performance of Equity Premium Prediction

Amit Goyal and Ivo Welch

2005: Pricing Electronic Mail to Solve the Problem of Spam

Robert Kraut, Shyam Sunder, Rahul Telang and James Morris

2005: The A,B,Cs of Hedge Funds: Alphas, Betas, and Costs

Roger Ibbotson and Peng Chen

2005: Extraterritorial Courts for Corporate Law

Henry Hansmann and Jens Dammann

2005: Social Norms versus Standards of Accounting

Shyam Sunder

2005: Empirical Studies of Corporate Law

Sanjai Bhagat, Roberta Romano and Yale Working

2005: The Value of Investor Protection: Firm Evidence from Cross-Border Mergers

Arturo Bris and Christos Cabolis

2005: Portfolio Diversification and Value At Risk Under Thick-Tailedness

Rustam Ibragimov

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

Ravi Dhar and William Goetzmann

2005: How Did Japanese Investments Influence International Art Prices?

Takato Hiraki, Akitoshi Ito, Darius Spieth and Naoya Takezawa

2005: The Sarbanes-Oxley Act and the Making of Quack Corporate Governance

Roberta Romano

2005: Sign Tests for Dependent Observations and Bounds for Path-Dependent Options

Donald Brown and Rustam Ibragimov

2005: Natural Concepts in Macroeconomics

Ray Fair

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

Jeffrey Fisher and William Goetzmann

2005: Do Insider Trading Laws Work?

Arturo Bris

2005: Information Asymmetry and the Problem of Transfers in Trade Negotiations and International Agencies

Koichi Hamada and Shyam Sunder

2005: More Social Security, Not Less

William Goetzmann

2005: History and the Equity Risk Premium

William Goetzmann and Roger Ibbotson

2005: Estimating the Dynamics of Mutual Fund Alphas and Betas

Matthew Spiegel, Harry Mamaysky and Hong Zhang

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

Massimo Massa and William Goetzmann

2005: The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation

Robert Shiller

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

William Goetzmann and Andrey Ukhov

2005: Dynamic Beta, Time-Varying Risk Premium, and Momentum

Hong Zhang

2005: Facts and Fantasies about Commodity Futures

Gary Gorton and K. Rouwenhorst

2005: Behavioral Economics and Institutional Innovation

Robert Shiller

2005: Default Risk, Firm's Characteristics, and Risk Shifting

Ming Fang and Rui Zhong

2005: Efficiency and the Bear: Short Sales and Markets around the World

Arturo Bris, William Goetzmann and Ning Zhu

2005: Contract Theory and Strategic Management: Balancing Expectations and Actions

Shyam Sunder and General Theory

2005: Policy Effects in the Post Boom U.S. Economy

Ray Fair

2005: Individual Stock-Option Prices and Credit Spreads

Martijn Cremers, Joost Driessen, Pascal Maenhout and David Weinbaum