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Princeton University William S. Dietrich II Economic Theory Center Research Paper Series

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Viewing: 1 - 50 of 244 papers

1.

Fair Value Accounting and Financial Stability

Chicago GSB Research Paper No. 08-15
Number of pages: 14 Posted: 30 Sep 2008
Working Paper Series
University of Toulouse 1 - Toulouse School of Economics (TSE), University of Chicago - Booth School of Business and Bank for International Settlements (BIS)
Downloads 4,160
2.

The Shadow Banking System: Implications for Financial Regulation

FRB of New York Staff Report No. 382
Number of pages: 18 Posted: 30 Jul 2009
Working Paper Series
International Monetary Fund and Bank for International Settlements (BIS)
Downloads 3,652
3.

Liquidity and Leverage

FRB of New York Staff Report No. 328
Number of pages: 39 Posted: 04 Jun 2008 Last Revised: 11 Nov 2010
Working Paper Series
International Monetary Fund and Bank for International Settlements (BIS)
Downloads 3,229
4.

Dynamic CEO Compensation

Journal of Finance 67(5), 1603-1647, October 2012
Number of pages: 63 Posted: 18 Mar 2009 Last Revised: 20 Dec 2013
Accepted Paper Series
London Business School - Institute of Finance and Accounting, Harvard University - Department of Economics, New York University (NYU) and University of California, Berkeley - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 3,207
5.

Global Games: Theory and Applications

Cowles Foundation Discussion Paper No. 1275R
Number of pages: 70 Posted: 27 Sep 2001
Working Paper Series
Princeton University - Department of Economics and Bank for International Settlements (BIS)
Downloads 3,149
6.

Hedge Funds and the Technology Bubble

AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 446
Number of pages: 37 Posted: 23 Jul 2003
Working Paper Series
University of Chicago - Booth School of Business and Princeton University - Department of Economics
Downloads 2,916
7.

Liquidity, Monetary Policy, and Financial Cycles

Current Issues in Economics and Finance, Vol. 14, No. 1, January/February 2008
Number of pages: 7 Posted: 11 Feb 2008
Accepted Paper Series
International Monetary Fund and Bank for International Settlements (BIS)
Downloads 2,736
8.

Money, Liquidity, and Monetary Policy

FRB of New York Staff Report No. 360
Number of pages: 14 Posted: 22 Jan 2009
Working Paper Series
International Monetary Fund and Bank for International Settlements (BIS)
Downloads 2,666
9.

CoVaR

FRB of New York Staff Report No. 348
Number of pages: 45 Posted: 19 Sep 2008 Last Revised: 17 Oct 2013
Working Paper Series
International Monetary Fund and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 2,506
10.

Sequential Innovation, Patents, and Imitation

MIT Dept. of Economics Working Paper No. 00-01
Number of pages: 34 Posted: 09 Feb 2000
Working Paper Series
Technology & Policy Research Initiative, BU School of Law and Princeton University - Department of Economics
Downloads 2,449
11.

Bubbles and Crashes

Princeton Working Paper
Number of pages: 41 Posted: 15 Jan 2002
Working Paper Series
Princeton University - Department of Economics and Princeton University - Department of Economics
Downloads 2,347
12.

Deciphering the Liquidity and Credit Crunch 2007-08

Number of pages: 33 Posted: 19 Dec 2008 Last Revised: 01 Apr 2015
Working Paper Series
Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 2,277
13.

Overconfidence and Speculative Bubbles

13th Annual Utah Winter Finance Conference; AFA 2003 Washington, DC Meetings
Number of pages: 46 Posted: 31 Jul 2003
Working Paper Series
Columbia University and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 2,257
14.

Financial Intermediaries, Financial Stability, and Monetary Policy

FRB of New York Staff Report No. 346
Number of pages: 39 Posted: 15 Sep 2008
Working Paper Series
International Monetary Fund and Bank for International Settlements (BIS)
Downloads 2,251
15.

A Tale of Two Anomalies: The Implications of Investor Attention for Price and Earnings Momentum

Number of pages: 44 Posted: 02 Apr 2007 Last Revised: 11 Nov 2010
Working Paper Series
Ohio State University (OSU) - Department of Finance, Princeton University - Department of Economics and Baruch College/CUNY - Zicklin School of Business
Downloads 2,215
16.

Marking to Market: Panacea or Pandora's Box?

Journal of Accounting Research, Vol. 46, No. 2, pp. 435-460, 2008
Number of pages: 32 Posted: 30 Jul 2008 Last Revised: 11 Nov 2010
Accepted Paper Series
University of Toulouse 1 - Toulouse School of Economics (TSE), University of Chicago - Booth School of Business and Bank for International Settlements (BIS)
Downloads 1,918
17.

Outsourcing in a Global Economy

Harvard Institute Research Working Paper No. 1966
Number of pages: 56 Posted: 15 Oct 2002
Working Paper Series
Princeton University - Woodrow Wilson School of Public and International Affairs and Harvard University - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,843
18.

Dividends and Bank Capital in the Financial Crisis of 2007-2009

Number of pages: 36 Posted: 20 Mar 2009 Last Revised: 10 Nov 2010
Working Paper Series
New York University - Leonard N. Stern School of Business, London Business School (MBA 2007) and Bank for International Settlements (BIS)

Multiple version iconThere are 3 versions of this paper

Downloads 1,794
19.

Beauty Contests, Bubbles and Iterated Expectations in Asset Markets

Cowles Foundation Discussion Paper No. 1406; AFA 2004 San Diego Meetings
Number of pages: 38 Posted: 08 Mar 2003
Working Paper Series
Imperial College London, Princeton University - Department of Economics and Bank for International Settlements (BIS)
Downloads 1,593
20.

Individual and Corporate Social Responsibility

FEEM Working Paper No. 23.2010
Number of pages: 29 Posted: 26 Mar 2010
Working Paper Series
University of Toulouse 1 - Industrial Economic Institute (IDEI) and Princeton University - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,557
21.

Self Confidence: Intrapersonal Strategies

Woodrow Wilson School Working Paper No. 209
Number of pages: 51 Posted: 10 Apr 2000
Working Paper Series
Princeton University - Department of Economics and University of Toulouse 1 - Industrial Economic Institute (IDEI)
Downloads 1,528
22.

Speculation, Trading and Bubbles

Economic Theory Center Working Paper No. 050-2013
Number of pages: 41 Posted: 04 Mar 2013 Last Revised: 10 May 2013
Working Paper Series
Columbia University
Downloads 1,478
23.

R2 and Price Inefficiency

Fisher College of Business Working Paper No. 2006-03-007, Charles A. Dice Center Working Paper No. 2006-23
Number of pages: 50 Posted: 02 Jan 2007
Working Paper Series
Ohio State University (OSU) - Department of Finance, Princeton University - Department of Economics and Baruch College/CUNY - Zicklin School of Business
Downloads 1,387
24.

Carry Trades and Speculative Dynamics

Number of pages: 39 Posted: 26 Apr 2006
Working Paper Series
University of Toulouse 1 - Toulouse School of Economics (TSE) and Bank for International Settlements (BIS)
Downloads 1,370
25.

Financial Intermediaries and Monetary Economics

FRB of New York Staff Report No. 398
Number of pages: 75 Posted: 20 Oct 2009 Last Revised: 10 Nov 2010
Working Paper Series
International Monetary Fund and Bank for International Settlements (BIS)
Downloads 1,258
26.

Pay for Short-Term Performance: Executive Compensation in Speculative Markets

ECGI - Finance Working Paper No. 79/2005
Number of pages: 52 Posted: 25 Mar 2005
Working Paper Series
Columbia Business School - Department of Economics, Princeton University - Department of Economics and Columbia University

Multiple version iconThere are 2 versions of this paper

Downloads 1,245
27.

Skewness of Earnings and the Believability Hypothesis: How Does the Financial Market Discount Accounting Earnings Disclosures?

Number of pages: 33 Posted: 18 Nov 1996
Working Paper Series
Yeshiva University, National University of Singapore (NUS) - Department of Accounting and Bank for International Settlements (BIS)
Downloads 1,157
28.

Monetary Cycles, Financial Cycles and the Business Cycle

FRB of New York Staff Report No. 421
Number of pages: 19 Posted: 06 Jan 2010
Working Paper Series
International Monetary Fund, affiliation not provided to SSRN and Bank for International Settlements (BIS)
Downloads 1,114
29.

Disclosure Requirements and Stock Exchange Listing Choice in an International Context

Number of pages: 40 Posted: 11 Nov 1997
Working Paper Series
Pennsylvania State University, University Park - Department of Accounting, Princeton University - Department of Economics and University of California at Los Angeles

Multiple version iconThere are 2 versions of this paper

Downloads 1,071
30.

Liquidity Risk and Contagion

Bank of England Working Paper Series No. 264
Number of pages: 31 Posted: 19 Oct 2005
Working Paper Series
Central Bank of Chile, European Central Bank (ECB) and Bank for International Settlements (BIS)
Downloads 1,023
31.

Liquidity and Financial Cycles

BIS Working Paper No. 256
Number of pages: 38 Posted: 22 Jul 2008
Working Paper Series
International Monetary Fund and Bank for International Settlements (BIS)
Downloads 919
32.

Liquidity Black Holes

Cowles Foundation Discussion Paper No. 1434
Number of pages: 27 Posted: 19 Sep 2003
Working Paper Series
Princeton University - Department of Economics and Bank for International Settlements (BIS)
Downloads 881
33.

Bubbles, Financial Crises, and Systemic Risk

Handbook of the Economics of Finance, Volume 2, George M. Constantinides, Milton Harris and Rene M. Stulz, eds., North Holland, October 2012, Economic Theory Center Working Paper No. 47-2012
Number of pages: 90 Posted: 11 Jul 2012 Last Revised: 21 Dec 2012
Accepted Paper Series
Princeton University - Department of Economics and London School of Economics & Political Science (LSE) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 847
34.

Procyclical Leverage and Endogenous Risk

Number of pages: 43 Posted: 17 Mar 2009 Last Revised: 05 Oct 2012
Working Paper Series
London School of Economics - Systemic Risk Centre, Bank for International Settlements (BIS) and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads 839
35.

Financial Intermediation and the Post-Crisis Financial System

BIS Working Paper No. 304
Number of pages: 38 Posted: 05 May 2010
Working Paper Series
Bank for International Settlements (BIS)
Downloads 829
36.

Index Investment and Financialization of Commodities

Number of pages: 49 Posted: 17 Aug 2009 Last Revised: 21 Sep 2010
Working Paper Series
Institute of Economics, School of Social Science, Tsinghua University and Princeton University - Department of Economics
Downloads 821
37.

A Continuous-Time Agency Model of Optimal Contracting and Capital Structure

Number of pages: 46 Posted: 30 Jun 2004
Working Paper Series
Stanford Graduate School of Business and University of California, Berkeley - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 717
38.

Heterogeneous Expectations and Bond Markets

Review of Financial Studies, Forthcoming, Yale ICF Working Paper No. 06-35
Number of pages: 40 Posted: 03 Jan 2007 Last Revised: 11 Nov 2010
Accepted Paper Series
Driehaus College of Business, DePaul University and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 707
39.

Mostly Prior-Free Asset Allocation

Princeton University William S. Dietrich II Economic Theory Center Research Paper No. 077_2016
Number of pages: 54 Posted: 04 Feb 2016
Working Paper Series
New York University (NYU) - Department of Economics
Downloads 661
40.

How to Open and Close the Market: Lessons from the London Stock Exchange

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 58 Posted: 12 May 2002
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance, Bank for International Settlements (BIS) and University of Bristol
Downloads 657
41.

Marking to Market, Liquidity and Financial Stability

Number of pages: 33 Posted: 30 Jul 2008
Working Paper Series
University of Toulouse 1 - Toulouse School of Economics (TSE), University of Chicago - Booth School of Business and Bank for International Settlements (BIS)
Downloads 625
42.

Market Liquidity and Funding Liquidity

NYU Working Paper No. SC-AM-05-06
Number of pages: 47 Posted: 03 Nov 2008
Working Paper Series
Princeton University - Department of Economics and AQR Capital Management, LLC

Multiple version iconThere are 4 versions of this paper

Downloads 623
43.

Executive Compensation and Short-Termist Behavior in Speculative Markets

Number of pages: 55 Posted: 28 May 2003
Working Paper Series
Columbia Business School - Department of Economics, Princeton University - Department of Economics and Columbia University

Multiple version iconThere are 3 versions of this paper

Downloads 618
44.

The Injustice of Inequality

Harvard Institute Research Working Paper No. 1967
Number of pages: 44 Posted: 15 Sep 2002
Working Paper Series
Harvard University - Department of Economics, Columbia University and Harvard University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 611
45.

Speculating on Home Improvements

Journal of Financial Economics (JFE), Forthcoming, Economic Theory Center Working Paper No. 22-2011
Number of pages: 50 Posted: 01 Oct 2010 Last Revised: 31 Dec 2013
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Columbia University
Downloads 588
46.

Contagion as a Wealth Effect of Financial Intermediaries

Number of pages: 55 Posted: 06 Feb 2000
Working Paper Series
University of Maryland and Princeton University - Department of Economics
Downloads 585
47.

Incentives, Information, and Organizational Form

Al. 187 WP 331
Number of pages: 35 Posted: 19 Feb 1998
Working Paper Series
Tsinghua University - School of Economics & Management, Princeton University - Department of Economics and University of Hong Kong
Downloads 585
48.

Procyclical Leverage and Value-at-Risk

FRB of New York Staff Report No. 338
Number of pages: 29 Posted: 31 Jul 2008 Last Revised: 31 Mar 2011
Working Paper Series
International Monetary Fund and Bank for International Settlements (BIS)
Downloads 585
49.

Leadership, Coordination and Mission-Driven Management

AFA 2009 San Francisco Meetings Paper
Number of pages: 44 Posted: 17 Mar 2008
Working Paper Series
Columbia Business School - Department of Economics, Princeton University - Department of Economics and New York University - Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 575
50.

Asset Float and Speculative Bubbles

Number of pages: 52 Posted: 28 Feb 2004
Working Paper Series
Columbia University, Princeton University - Department of Economics and Columbia University, Graduate School of Arts and Sciences, Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 561