Yale School of Management Working Papers

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2002: Privacy in E-Commerce: Development of Reporting Standards, Disclosure and Assurance Services in an Unregulated Market

Shyam Sunder, Michael Maier and Karim Jamal

2002: Tax-Loss Trading and Wash Sales

Mark Grinblatt and Matti Keloharju

2002: Predicting the Equity Premium with Dividend Ratios

Amit Goyal and Ivo Welch

2002: Market Prices of Risk and Return Predictability in a Joint Stock-Bond Pricing Model

Harry Mamaysky

2002: Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version)

William Goetzmann, Matthew Spiegel and Andrey Ukhov

2002: What Makes Autonomous Management Do Well?: Corporate Governance without External Controls

Shin'ichi Hirota and Kohei Kawamura

2002: Discounts On Illiquid Stocks: Evidence From China

Zhiwu Chen and Peng Xiong

2002: Event Studies and the Law: Part II - Empirical Studies of Corporate Law

Sanjai Bhagat and Roberta Romano

2002: Stability of Monetary Unit and Informativeness of Corporate Financial Reporting

Shyam Sunder

2002: Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry

Masahiro Watanabe

2002: A Model For Pricing Stocks and Bonds

Harry Mamaysky

2002: A Model for Pricing Stocks and Bonds with Default Risk

Harry Mamaysky

2002: A Review of IPO Activity, Pricing and Allocations

Jay Ritter and Ivo Welch

2002: The Top Achievements, Challenges, and Failures of Finance

Ivo Welch

2002: Standards for Corporate Financial Reporting: Regulatory Competition Within and Across International Boundaries

Shyam Sunder

2002: Stock Market Returns in the Long Run: Participating in the Real Economy

Roger Ibbotson and Peng Chen

2002: Information Aggregation, Security Design, and Currency Swaps

Mark Grinblatt, Bhagwan Chowdhry and David Levine

2002: Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets

Shyam Sunder

2002: What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?

Mark Grinblatt and Tobias Moskowitz

2002: An Analytic Solution for Interest Rate Swap Spreads

Mark Grinblatt

2002: Dynamic Trading Policies With Price Impact

Hua He and Harry Mamaysky

2002: Interest Rates and the Durability of Consumption Goods

Harry Mamaysky

2002: Event Studies and the Law - Part I: Technique and Corporate Litigation

Sanjai Bhagat and Roberta Romano

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: Are Chads Democrats? An Analysis of the Florida Presidential Recount

Matthew Spiegel

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 Need for Competition in International Securities Regulation

Roberta Romano

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

Matthew Spiegel and Harry Mamaysky

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

Stefano Athanasoulis and Robert Shiller

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

Ray Fair

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: Daily Momentum And Contrarian Behavior Of Index Fund Investors

Massimo Massa and William Goetzmann

2001: Local Return Factors and Turnover in Emerging Stock Markets

K. Rouwenhorst

2001: A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability

William Goetzmann, Roger Ibbotson and Liang Peng

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: The End Of History For Corporate Law

Henry Hansmann and Reinier Kraakman

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

2000: Bundling

Barry Nalebuff

2000: Monthly Measurement of Daily Timers

William Goetzmann, Jonathan Ingersoll and Zoran Ivkovich

2000: Closed-End Fund Discounts in a Rational Agent Economy

Matthew Spiegel

2000: Optimal Financial Contracts for a Start-Up with Unlimited Operating Discretion

Matthew Spiegel and S. Ravid

2000: Common Knowledge As A Barrier To Negotiation

Ian Ayres and Barry Nalebuff

2000: The Effect of Seller Reserves on Market Index Estimation

William Goetzmann

2000: A Century of Global Stock Markets

William Goetzmann and Philippe Jorion

2000: Re-emerging Markets

William Goetzmann and Philippe Jorion

2000: Pairs Trading: Performance of a Relative Value Arbitrage Rule

Evan Gatev, William Goetzmann and K. Rouwenhorst

2000: Higher Education As An Associative Good

Henry Hansmann

2000: Debt, Information Acquisition, and the Takeover Threat

Arturo Bris

2000: When Do Bidders Purchase a Toehold? Theory and Tests

Arturo Bris

2000: Bank Capital Requirements and Managerial Self-Interest

Arturo Bris and Salvatore Cantale

2000: European Equity Markets and EMU: Are the Differences Between Countries Slowly Disappearing?

K. Rouwenhorst

2000: How Does Underwriter Price Support Affect IPOs? Empirical Evidence

Nagpurnanand Prabhala and Manju Puri

2000: Regulating Consumer Bankruptcy: A Theoretical Inquiry

Barry Adler, Ben Polak and Alan Schwartz

1999: Do Cities and Suburbs Cluster?

William Goetzmann, Matthew Spiegel and Susan Wachter

1969: Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors

Mark Grinblatt, Matti Keloharju and Seppo Ikaheimo