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Featured Publications

Mello, A., & Quintin, E.
(2021).
A Back-up Quarterback View of Mezzanine Finance.
Real Estate Economics
(49), 526-556.

Ai, H., & Bhandari, A.
(2021).
Asset Pricing with Endogenously Uninsurable Tail Risks.
Econometrica
(89), 1471-1505.

Levine, O., & Wu, Y.
(2021).
Asset Volatility and Financial Policy: Evidence from Corporate Mergers.
Management Science
(67), 2773-2798.

Albertus, J., Glover, B., & Levine, O.
(2021).
Foreign investment of US multinationals: the effect of tax policy and agency conflicts.
Journal of Financial Economics

Ghaderi, M., Kilic, M., & Seo, S.
(2022).
Learning, Slowly Unfolding Disasters, and Asset Prices.
Journal of Financial Economics
(143), 527-549.

Gao, L., Hitzemann, S., Shaliastovich, I., & Xu, L.
(2021).
Oil Volatility Risk.
Journal of Financial Economics

Corbae, D., & D’Erasmo, P.
(2021).
Reorganization or Liquidation: Bankruptcy Choices and Firm Dynamics.
Review of Economic Studies
(88), 2239-2274.

Chen, S., Doshi, H., & Seo, S.
(2021).
Synthetic Options and Implied Volatility for the Corporate Bond Market.
Journal of Financial and Quantitative Analysis

Ai, H., Han, L., Pan, X., & Xu, L.
(2022).
The Cross-Section of Monetary Policy Announcement Premium.
Journal of Financial Economics
(143), 247-276.

Pancost, A., & Robatto, R.
(2022).
The Effects of Capital Requirements on Good and Bad Risk-Taking.
Review of Financial Studies

Eraker, B., & Yang, A.
(2021).
The Price of Higher Order Catastrophe Insurance: The Case of VIX Options.
Journal of Finance

Colacito, R., Croce, M., Liu, Y., & Shaliastovich, I.
(2021).
Volatility Risk Pass-Through.
Review of Financial Studies