Andrew Metrick

Yale School of Management

Professor of Finance

165 Whitney Avenue

New Haven, CT 06511

United States

http://faculty.som.yale.edu/andrewmetrick/

National Bureau of Economic Research (NBER)

Research Associate

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

Yale University - Yale Program on Financial Stability

165 Whitney Avenue

P.O. Box 208200

New Haven, CT 06520-8200

United States

SCHOLARLY PAPERS

88

DOWNLOADS
Rank 30

SSRN RANKINGS

Top 30

in Total Papers Downloads

176,632

SSRN CITATIONS
Rank 166

SSRN RANKINGS

Top 166

in Total Papers Citations

1,259

CROSSREF CITATIONS

2,076

Scholarly Papers (88)

A Revealed Preference Ranking of U.S. Colleges and Universities

NBER Working Paper No. W10803
Number of pages: 52 Posted: 11 Oct 2004
Harvard University - Harvard Kennedy School (HKS), Harvard University - Department of Statistics, Stanford University and Yale School of Management
Downloads 49,391 (18)
Citation 7

Abstract:

Loading...

A Revealed Preference Ranking of U.S. Colleges and Universities

NBER Working Paper No. w10803
Number of pages: 45 Posted: 12 Jul 2010
Harvard University - Harvard Kennedy School (HKS), Harvard University - Department of Statistics, Stanford University and Yale School of Management
Downloads 276 (114,351)
Citation 7

Abstract:

Loading...

2.
Downloads 27,970 ( 67)
Citation 346

Corporate Governance and Equity Prices

Quarterly Journal of Economics, Vol. 118, No. 1, pp. 107-155, February 2003
Number of pages: 67 Posted: 12 Sep 2001
Paul A. Gompers, Joy L. Ishii and Andrew Metrick
Harvard Business School - Finance Unit, Stanford Graduate School of Business and Yale School of Management
Downloads 27,523 (66)
Citation 351

Abstract:

Loading...

Corporate governance, shareholder rights, investor protection, agency problems, entrenched management, hostile takeovers, poison pills, golden parachutes, greenmail

Corporate Governance and Equity Prices

NBER Working Paper No. w8449
Number of pages: 70 Posted: 26 Aug 2001 Last Revised: 23 Oct 2010
Paul A. Gompers, Joy L. Ishii and Andrew Metrick
Harvard Business School - Finance Unit, Stanford Graduate School of Business and Yale School of Management
Downloads 447 (65,759)
Citation 1

Abstract:

Loading...

Corporate Governance and Equity Prices

Quarterly Journal of Economics, Vol. 118, No. 1, February 2003
Posted: 13 Feb 2003
Paul A. Gompers, Joy L. Ishii and Andrew Metrick
Harvard Business School - Finance Unit, Stanford Graduate School of Business and Yale School of Management

Abstract:

Loading...

Corporate Governance, Shareholder Rights, Investor Protection, Agency Problems, Entrenched Management, Hostile Takeovers, Poison Pills, Golden Parachutes, Greenmail

The Economics of Private Equity Funds

Review of Financial Studies, Vol. 23, pp. 2303-2341, Swedish Institute for Financial Research Conference on The Economics of the Private Equity Market
Number of pages: 57 Posted: 27 Jun 2007 Last Revised: 03 Aug 2010
Andrew Metrick and Ayako Yasuda
Yale School of Management and University of California, Davis - Graduate School of Management
Downloads 15,548 (196)
Citation 132

Abstract:

Loading...

private equity, venture capital, fund managers

The Economics of Private Equity Funds

The Review of Financial Studies, Vol. 23, Issue 6, pp. 2303-2341, 2010
Posted: 17 May 2010
Andrew Metrick and Ayako Yasuda
Yale School of Management and University of California, Davis - Graduate School of Management

Abstract:

Loading...

G1, G20, G24

4.
Downloads 11,900 ( 326)
Citation 540

Securitized Banking and the Run on Repo

Yale ICF Working Paper No. 09-14
Number of pages: 65 Posted: 30 Jul 2009 Last Revised: 12 Nov 2013
Gary B. Gorton and Andrew Metrick
Yale School of Management and Yale School of Management
Downloads 11,570 (339)
Citation 69

Abstract:

Loading...

repo, securitized

Securitized Banking and the Run on Repo

NBER Working Paper No. w15223
Number of pages: 54 Posted: 18 Aug 2009 Last Revised: 07 Aug 2010
Gary B. Gorton and Andrew Metrick
Yale School of Management and Yale School of Management
Downloads 330 (94,034)

Abstract:

Loading...

5.

Venture Capital and the Finance of Innovation

VENTURE CAPITAL AND THE FINANCE OF INNOVATION, 2nd Edition, Andrew Metrick and Ayako Yasuda, eds., John Wiley and Sons, Inc., 2010
Number of pages: 44 Posted: 10 Sep 2006 Last Revised: 10 Jun 2012
Andrew Metrick and Ayako Yasuda
Yale School of Management and University of California, Davis - Graduate School of Management
Downloads 10,663 (413)
Citation 2

Abstract:

Loading...

venture capital, innovation, valuation, real options

6.

Regulating the Shadow Banking System

Number of pages: 41 Posted: 15 Sep 2010 Last Revised: 12 Nov 2010
Gary B. Gorton and Andrew Metrick
Yale School of Management and Yale School of Management
Downloads 10,072 (464)
Citation 41

Abstract:

Loading...

Shadow Banking, Financial Crisis, Bank Regulation

Getting up to Speed on the Financial Crisis: A One-Weekend-Reader's Guide

Number of pages: 33 Posted: 19 Dec 2011 Last Revised: 11 Jan 2012
Gary B. Gorton and Andrew Metrick
Yale School of Management and Yale School of Management
Downloads 4,497 (1,880)

Abstract:

Loading...

Financial Crisis

Getting Up to Speed on the Financial Crisis: a One-Weekend-Reader's Guide

NBER Working Paper No. w17778
Number of pages: 34 Posted: 21 Jan 2012 Last Revised: 02 Feb 2012
Gary B. Gorton and Andrew Metrick
Yale School of Management and Yale School of Management
Downloads 399 (75,455)
Citation 3

Abstract:

Loading...

8.
Downloads 4,668 ( 1,779)
Citation 21

Haircuts

Yale ICF Working Paper No. 09-15
Number of pages: 18 Posted: 11 Aug 2009 Last Revised: 17 May 2010
Andrew Metrick and Gary B. Gorton
Yale School of Management and Yale School of Management
Downloads 4,510 (1,871)
Citation 8

Abstract:

Loading...

Haircuts

NBER Working Paper No. w15273
Number of pages: 17 Posted: 25 Aug 2009 Last Revised: 26 Sep 2010
Gary B. Gorton and Andrew Metrick
Yale School of Management and Yale School of Management
Downloads 158 (194,976)

Abstract:

Loading...

9.

Extreme Governance: An Analysis of Dual-Class Companies in the United States

AFA 2005 Philadelphia Meetings, Rodney L. White Center for Financial Research Working Paper No. 12-04, Rock Center for Corporate Governance Working Paper No. 39
Number of pages: 61 Posted: 08 Jul 2004 Last Revised: 29 Sep 2009
Paul A. Gompers, Joy L. Ishii and Andrew Metrick
Harvard Business School - Finance Unit, Stanford Graduate School of Business and Yale School of Management
Downloads 3,862 (2,505)
Citation 38

Abstract:

Loading...

10.
Downloads 3,769 ( 2,617)
Citation 47

Institutional Investors and Equity Prices

Quarterly Journal of Economics, Vol. 116, No. 1, pp. 229-259, February 2001
Number of pages: 42 Posted: 01 Jun 1998
Paul A. Gompers and Andrew Metrick
Harvard Business School - Finance Unit and Yale School of Management
Downloads 3,649 (2,695)
Citation 51

Abstract:

Loading...

Institutional Investors and Equity Prices

NBER Working Paper No. w6723
Number of pages: 50 Posted: 15 Aug 2000 Last Revised: 20 Apr 2008
Paul A. Gompers and Andrew Metrick
Harvard Business School - Finance Unit and Yale School of Management
Downloads 120 (243,347)

Abstract:

Loading...

11.

JPMorgan Chase London Whale A: Risky Business

Yale Program on Financial Stability Case Study 2014-2A-V1
Number of pages: 19 Posted: 18 Mar 2015
Arwin G Zeissler, Daisuke Ikeda and Andrew Metrick
Yale University - Yale Program on Financial Stability, Bank of Japan and Yale School of Management
Downloads 2,251 (6,231)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

12.
Downloads 1,928 ( 8,099)
Citation 19

Securitization

Number of pages: 96 Posted: 15 Aug 2011 Last Revised: 18 Nov 2011
Gary B. Gorton and Andrew Metrick
Yale School of Management and Yale School of Management
Downloads 1,832 (8,660)
Citation 2

Abstract:

Loading...

Securitization, banking, capital markets

Securitization

NBER Working Paper No. w18611
Number of pages: 96 Posted: 15 Dec 2012
Gary B. Gorton and Andrew Metrick
Yale School of Management and Yale School of Management
Downloads 96 (285,097)
Citation 6

Abstract:

Loading...

13.

JPMorgan Chase London Whale C: Risk Limits, Metrics, and Models

Yale Program on Financial Stability Case Study 2014-2C-V1
Number of pages: 16 Posted: 18 Mar 2015
Arwin G Zeissler and Andrew Metrick
Yale University - Yale Program on Financial Stability and Yale School of Management
Downloads 1,806 (9,047)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

14.

Estimating the Returns to Insider Trading: A Performance-Evaluation Perspective

The Review of Economics and Statistics, pp. 453-471, May 2003
Number of pages: 62 Posted: 12 Feb 1999
Harvard University - Business School (HBS), Harvard University - Harvard Kennedy School (HKS) and Yale School of Management
Downloads 1,574 (11,306)
Citation 9

Abstract:

Loading...

15.

The Financial Crisis of 2007-2009

THE HANDBOOK OF MAJOR EVENTS IN ECONOMIC HISTORY, R. Whaples & R. Parker, eds., Routledge, Forthcoming
Number of pages: 16 Posted: 12 Feb 2012 Last Revised: 19 Apr 2012
Gary B. Gorton and Andrew Metrick
Yale School of Management and Yale School of Management
Downloads 1,521 (11,906)

Abstract:

Loading...

Financial Crisis

16.
Downloads 1,494 ( 12,264)
Citation 63

Large Blocks of Stock: Prevalence, Size, and Measurement

Journal of Corporate Finance, pp. 594-618, June 2006
Number of pages: 29 Posted: 19 Jul 2004
Washington University in St. Louis - John M. Olin Business School, Ecole Polytechnique Fédérale de Lausanne, Harvard Business School - Finance Unit and Yale School of Management
Downloads 1,420 (13,029)
Citation 2

Abstract:

Loading...

Corporate governance, large shareholders, ownership

Large Blocks of Stock: Prevalence, Size, and Measurement

NBER Working Paper No. w10671
Number of pages: 29 Posted: 02 Sep 2004 Last Revised: 30 Aug 2010
Washington University in St. Louis - John M. Olin Business School, Ecole Polytechnique Fédérale de Lausanne, Harvard Business School - Finance Unit and Yale School of Management
Downloads 74 (335,277)
Citation 2

Abstract:

Loading...

17.

The Lehman Brothers Bankruptcy D: The Role of Ernst & Young

Yale Program on Financial Stability Case Study 2014-3D-V1
Number of pages: 22 Posted: 07 Apr 2015
Yale Program on Financial Stability, FDIC, Division of Insurance and Research and Yale School of Management
Downloads 1,413 (13,419)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

18.

The Lehman Brothers Bankruptcy A: Overview

Yale Program on Financial Stability Case Study 2014-3A-V1
Number of pages: 23 Posted: 07 Apr 2015
Rosalind Wiggins, Thomas Piontek and Andrew Metrick
Yale Program on Financial Stability, Government of the United States of America - Office of Financial Research and Yale School of Management
Downloads 1,260 (16,021)
Citation 3

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

19.
Downloads 1,260 ( 16,021)
Citation 36

Venture Capital and Other Private Equity: A Survey

Number of pages: 56 Posted: 12 Dec 2010
Andrew Metrick and Ayako Yasuda
Yale School of Management and University of California, Davis - Graduate School of Management
Downloads 850 (28,143)

Abstract:

Loading...

Private Equity, Venture Capital, Buyouts, Alternative Assets

Venture Capital and Other Private Equity: A Survey

NBER Working Paper No. w16652
Number of pages: 57 Posted: 01 Jan 2011 Last Revised: 29 Oct 2014
Andrew Metrick and Ayako Yasuda
Yale School of Management and University of California, Davis - Graduate School of Management
Downloads 406 (73,959)

Abstract:

Loading...

Venture Capital and Other Private Equity: A Survey

European Financial Management, Vol. 17, Issue 4, pp. 619-654, 2011
Number of pages: 36 Posted: 17 Aug 2011
Andrew Metrick and Ayako Yasuda
Yale School of Management and University of California, Davis - Graduate School of Management
Downloads 4 (675,735)
Citation 1
  • Add to Cart

Abstract:

Loading...

private equity, venture capital, buyouts, alternative assets, G2, G3, G24, G32, G34

20.

The Lehman Brothers Bankruptcy G: The Special Case of Derivatives

Yale Program on Financial Stability Case Study 2014-3G-V1
Number of pages: 19 Posted: 12 Apr 2015
Rosalind Wiggins and Andrew Metrick
Yale Program on Financial Stability and Yale School of Management
Downloads 812 (30,479)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

21.

The Lehman Brothers Bankruptcy H: The Global Contagion

Yale Program on Financial Stability Case Study 2014-3H-V1
Number of pages: 26 Posted: 12 Apr 2015
Rosalind Wiggins and Andrew Metrick
Yale Program on Financial Stability and Yale School of Management
Downloads 766 (32,999)
Citation 2

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

22.

JPMorgan Chase London Whale D: Risk Management Practices

Yale Program on Financial Stability Case Study 2014-2D-V1
Number of pages: 10 Posted: 18 Mar 2015
Arwin G Zeissler and Andrew Metrick
Yale University - Yale Program on Financial Stability and Yale School of Management
Downloads 765 (33,055)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

23.
Downloads 731 ( 35,204)

Bayesian Performance Evaluation

Number of pages: 56 Posted: 23 Apr 1999
Klaas Baks, Jessica A. Wachter and Andrew Metrick
Emory University - Department of Finance, University of Pennsylvania - Finance Department and Yale School of Management
Downloads 634 (42,100)

Abstract:

Loading...

Bayesian Performance Evaluation

NBER Working Paper No. w7069
Number of pages: 57 Posted: 12 Jul 2000 Last Revised: 16 Apr 2008
Klaas Baks, Jessica A. Wachter and Andrew Metrick
Emory University - Department of Finance, University of Pennsylvania - Finance Department and Yale School of Management
Downloads 97 (283,137)

Abstract:

Loading...

24.

The Best Venture Capitalists

A. Metrick & A. Yasuda, VENTURE CAPITAL AND THE FINANCE OF INNOVATION, p. 83, Wiley, September 2010
Number of pages: 17 Posted: 06 Oct 2010
Andrew Metrick and Ayako Yasuda
Yale School of Management and University of California, Davis - Graduate School of Management
Downloads 715 (36,272)

Abstract:

Loading...

Venture Capital, Carried Interest

25.

Ten Years after the Financial Crisis: A Conversation with Timothy Geithner

Yale Program on Financial Stability Working Paper No. 2018-01
Number of pages: 13 Posted: 10 Sep 2018 Last Revised: 18 Oct 2018
Timothy Geithner and Andrew Metrick
Yale University - Yale Program on Financial Stability and Yale School of Management
Downloads 682 (38,669)
Citation 26

Abstract:

Loading...

26.

The Lehman Brothers Bankruptcy C: Managing the Balance Sheet Through the Use of Repo 105

Yale Program on Financial Stability Case Study 2014-3C-V1
Number of pages: 18 Posted: 12 Apr 2015
Rosalind Wiggins and Andrew Metrick
Yale Program on Financial Stability and Yale School of Management
Downloads 665 (39,984)
Citation 1

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

27.
Downloads 648 ( 41,422)
Citation 73

The Safe-Asset Share

Number of pages: 16 Posted: 18 Jan 2012 Last Revised: 12 Mar 2015
Gary B. Gorton, Stefan Lewellen and Andrew Metrick
Yale School of Management, Pennsylvania State University and Yale School of Management
Downloads 566 (48,872)
Citation 1

Abstract:

Loading...

Safe Assets, Money, Shadow Banking

The Safe-Asset Share

NBER Working Paper No. w17777
Number of pages: 17 Posted: 21 Jan 2012 Last Revised: 24 Jan 2012
Gary B. Gorton, Stefan Lewellen and Andrew Metrick
Yale School of Management, Pennsylvania State University and Yale School of Management
Downloads 82 (315,335)
Citation 24

Abstract:

Loading...

28.

An Econometric Chronology of the Financial Crisis of 2007-2008

Number of pages: 38 Posted: 06 Jun 2015
Gary B. Gorton, Andrew Metrick and Lei Xie
Yale School of Management, Yale School of Management and AQR Capital Management, LLC
Downloads 595 (46,424)
Citation 4

Abstract:

Loading...

Financial Crisis

29.

Basel III B: Basel III Overview

Yale Program on Financial Stability Case Study 2014-1B-V1
Number of pages: 11 Posted: 14 Mar 2015
Christian McNamara, Michael Wedow and Andrew Metrick
Yale University - Yale Program on Financial Stability, European Central Bank (ECB) - Directorate Financial Stability and Supervision and Yale School of Management
Downloads 568 (49,298)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

Does the Internet Increase Trading? Evidence from Investor Behavior in 401(K) Plans

Number of pages: 47 Posted: 20 Sep 2000
James J. Choi, David Laibson and Andrew Metrick
Yale School of Management, Harvard University - Department of Economics and Yale School of Management
Downloads 454 (64,578)
Citation 10

Abstract:

Loading...

Does the Internet Increase Trading? Evidence from Investor Behavior in 401(K) Plans

NBER Working Paper No. w7878
Number of pages: 47 Posted: 01 Sep 2000 Last Revised: 04 Oct 2014
James J. Choi, David Laibson and Andrew Metrick
Yale School of Management, Harvard University - Department of Economics and Yale School of Management
Downloads 104 (269,942)

Abstract:

Loading...

31.

European Banking Union B: The Single Resolution Mechanism

Yale Program on Financial Stability Case Study 2014-5B-V1
Number of pages: 17 Posted: 14 Mar 2015
Rosalind Wiggins, Michael Wedow and Andrew Metrick
Yale Program on Financial Stability, European Central Bank (ECB) - Directorate Financial Stability and Supervision and Yale School of Management
Downloads 513 (56,069)
Citation 6

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

32.
Downloads 496 ( 58,504)
Citation 4

Who Ran on Repo?

Number of pages: 19 Posted: 05 Oct 2012 Last Revised: 22 Dec 2019
Gary B. Gorton, Andrew Metrick and Chase P. Ross
Yale School of Management, Yale School of Management and Yale School of Management
Downloads 446 (65,918)

Abstract:

Loading...

Financial Crisis, Sale and Repurchase Agreements

Who Ran on Repo?

NBER Working Paper No. w18455
Number of pages: 20 Posted: 13 Oct 2012
Gary B. Gorton and Andrew Metrick
Yale School of Management and Yale School of Management
Downloads 50 (410,203)
Citation 1

Abstract:

Loading...

33.

European Banking Union A: The Single Supervisory Mechanism

Yale Program on Financial Stability Case Study 2014-5A-V1
Number of pages: 16 Posted: 14 Mar 2015
Rosalind Wiggins, Michael Wedow and Andrew Metrick
Yale Program on Financial Stability, European Central Bank (ECB) - Directorate Financial Stability and Supervision and Yale School of Management
Downloads 470 (62,508)
Citation 1

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

34.

Reinforcement Learning and Savings Behavior

Yale ICF Working Paper No. 09-01, Journal of Finance, Forthcoming
Number of pages: 33 Posted: 16 Sep 2007
Yale School of Management, Harvard University - Department of Economics, Brigham Young University Marriott School of Business and Yale School of Management
Downloads 467 (63,028)
Citation 12

Abstract:

Loading...

35.

The Lehman Brothers Bankruptcy F: Introduction to the ISDA Master Agreement

Yale Program on Financial Stability Case Study 2014-3F-V1
Number of pages: 11 Posted: 07 Apr 2015
Christian McNamara and Andrew Metrick
Yale University - Yale Program on Financial Stability and Yale School of Management
Downloads 436 (68,426)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

36.

Basel III G: Shadow Banking and Project Finance

Yale Program on Financial Stability Case Study 2014-1G-V1
Number of pages: 9 Posted: 14 Mar 2015
Christian McNamara and Andrew Metrick
Yale University - Yale Program on Financial Stability and Yale School of Management
Downloads 434 (68,846)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

37.

The Lehman Brothers Bankruptcy B: Risk Limits and Stress Tests

Yale Program on Financial Stability Case Study 2014-3B-V1
Number of pages: 15 Posted: 07 Apr 2015
Rosalind Wiggins and Andrew Metrick
Yale Program on Financial Stability and Yale School of Management
Downloads 428 (70,064)
Citation 1

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

38.

JPMorgan Chase London Whale G: Hedging versus Proprietary Trading

Yale Program on Financial Stability Case Study 2014-2G-V1
Number of pages: 12 Posted: 18 Mar 2015
Arwin G Zeissler and Andrew Metrick
Yale University - Yale Program on Financial Stability and Yale School of Management
Downloads 425 (70,638)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

39.

JPMorgan Chase London Whale Z: Background & Overview

Yale Program on Financial Stability Case Study 2014-2Z-V1
Number of pages: 21 Posted: 18 Mar 2015
Yale University - Yale Program on Financial Stability, FDIC, Division of Insurance and Research and Yale School of Management
Downloads 407 (74,438)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

40.
Downloads 397 ( 76,606)
Citation 1

A Model of Private Equity Fund Compensation

Number of pages: 26 Posted: 06 Oct 2011
Wonho Wilson Choi, Andrew Metrick and Ayako Yasuda
KAIST, Yale School of Management and University of California, Davis - Graduate School of Management
Downloads 222 (142,798)

Abstract:

Loading...

private equity, venture capital, fund managers, managerial compensation, corporate governance

A Model of Private Equity Fund Compensation

International Economic Association, Proceedings of the Sixteenth World Congress, Forthcoming
Number of pages: 26 Posted: 23 Oct 2012
Wonho Wilson Choi, Andrew Metrick and Ayako Yasuda
KAIST, Yale School of Management and University of California, Davis - Graduate School of Management
Downloads 149 (204,893)

Abstract:

Loading...

private equity, venture capital, fund managers, managerial compensation, corporate governance

A Model of Private Equity Fund Compensation

NBER Working Paper No. w17568
Number of pages: 27 Posted: 04 Nov 2011
Wonho Wilson Choi, Andrew Metrick and Ayako Yasuda
KAIST, Yale School of Management and University of California, Davis - Graduate School of Management
Downloads 26 (521,854)

Abstract:

Loading...

41.

Basel III A: Regulatory History

Yale Program on Financial Stability Case Study 2014-1A-V1, October 2014
Number of pages: 13 Posted: 14 Mar 2015
Christian McNamara, Thomas Piontek and Andrew Metrick
Yale University - Yale Program on Financial Stability, Government of the United States of America - Office of Financial Research and Yale School of Management
Downloads 388 (78,595)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

42.
Downloads 379 ( 80,761)
Citation 2

The Flight from Maturity

Number of pages: 42 Posted: 25 Mar 2014 Last Revised: 06 Jun 2015
Gary B. Gorton, Andrew Metrick and Lei Xie
Yale School of Management, Yale School of Management and AQR Capital Management, LLC
Downloads 345 (89,418)

Abstract:

Loading...

financial crises

The Flight from Maturity

NBER Working Paper No. w20027
Number of pages: 82 Posted: 14 Apr 2014
Gary B. Gorton, Andrew Metrick and Lei Xie
Yale School of Management, Yale School of Management and AQR Capital Management, LLC
Downloads 34 (477,877)
Citation 1

Abstract:

Loading...

43.

The Lehman Brothers Bankruptcy E: The Effect on Lehman's U.S. Broker-Dealer

Yale Program on Financial Stability Case Study 2014-3E-V1
Number of pages: 12 Posted: 07 Apr 2015
Rosalind Wiggins and Andrew Metrick
Yale Program on Financial Stability and Yale School of Management
Downloads 334 (93,383)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

The Federal Reserve and Financial Regulation: The First Hundred Years

Number of pages: 33 Posted: 30 Jul 2013
Gary B. Gorton and Andrew Metrick
Yale School of Management and Yale School of Management
Downloads 248 (127,844)

Abstract:

Loading...

Federal Reserve, financial regulation, central banking

The Federal Reserve and Financial Regulation: The First Hundred Years

NBER Working Paper No. w19292
Number of pages: 34 Posted: 10 Aug 2013
Gary B. Gorton and Andrew Metrick
Yale School of Management and Yale School of Management
Downloads 60 (375,813)

Abstract:

Loading...

45.

European Banking Union C: Cross-Border Resolution–Fortis Group

Yale Program on Financial Stability Case Study 2014-5C-V1
Number of pages: 20 Posted: 14 Mar 2015
Rosalind Wiggins, Natalia Tente and Andrew Metrick
Yale Program on Financial Stability, Deutsche Bundesbank and Yale School of Management
Downloads 306 (102,825)
Citation 2

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

46.

Basel III E: Synthetic Financing by Prime Brokers

Yale Program on Financial Stability Case Study 2014-1E-V1
Number of pages: 9 Posted: 14 Mar 2015
Christian McNamara and Andrew Metrick
Yale University - Yale Program on Financial Stability and Yale School of Management
Downloads 294 (107,426)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

47.

JPMorgan Chase London Whale B: Derivatives Valuation

Yale Program on Financial Stability Case Study 2014-2B-V1
Number of pages: 14 Posted: 18 Mar 2015 Last Revised: 24 Apr 2018
Arwin G Zeissler and Andrew Metrick
Yale University - Yale Program on Financial Stability and Yale School of Management
Downloads 291 (108,655)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

48.

JPMorgan Chase London Whale E: Supervisory Oversight

Yale Program on Financial Stability Case Study 2014-2E-V1
Number of pages: 12 Posted: 18 Mar 2015
Arwin G Zeissler and Andrew Metrick
Yale University - Yale Program on Financial Stability and Yale School of Management
Downloads 245 (130,033)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

49.

Ireland and Iceland in Crisis D: Similarities and Differences

Yale Program on Financial Stability Case Study 2014-4D-V1
Number of pages: 11 Posted: 20 Mar 2015
Arwin G Zeissler, Daisuke Ikeda and Andrew Metrick
Yale University - Yale Program on Financial Stability, Bank of Japan and Yale School of Management
Downloads 228 (139,561)
Citation 2

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

50.

Incentives vs. Control: An Analysis of U.S. Dual-Class Companies

NBER Working Paper No. w10240
Number of pages: 34 Posted: 30 Jan 2004 Last Revised: 26 Jun 2010
Paul A. Gompers, Joy L. Ishii and Andrew Metrick
Harvard Business School - Finance Unit, Stanford Graduate School of Business and Yale School of Management
Downloads 228 (139,561)

Abstract:

Loading...

51.

Getting Up to Speed on the Financial Crisis: A One Weekend Reader’s Guide (Entérese Rápidamente De La Crisis Financiera: Guía Para El Lector De Fin De Semana)

Revista de Economía Institucional Vol. 14, No. 26, 2012
Number of pages: 32 Posted: 25 Jun 2012
Gary B. Gorton and Andrew Metrick
Yale School of Management and Yale School of Management
Downloads 221 (143,869)
Citation 1

Abstract:

Loading...

financial crisis

52.

Defined Contribution Pensions: Plan Rules, Participant Decisions, and the Path of Least Resistance

NBER Working Paper No. w8655
Number of pages: 56 Posted: 15 Dec 2001 Last Revised: 25 Oct 2010
Yale School of Management, Harvard University - Department of Economics, Brigham Young University Marriott School of Business and Yale School of Management
Downloads 193 (163,297)
Citation 10

Abstract:

Loading...

53.
Downloads 188 (167,217)
Citation 17

Employees' Investment Decisions About Company Stock

Rodney L. White Center for Financial Research Working Paper No. 10-04
Number of pages: 30 Posted: 08 Jul 2004
Yale School of Management, Harvard University - Department of Economics, Brigham Young University Marriott School of Business and Yale School of Management
Downloads 137 (219,525)
Citation 4

Abstract:

Loading...

Employees' Investment Decisions About Company Stock

NBER Working Paper No. w10228
Number of pages: 29 Posted: 23 Jan 2004 Last Revised: 11 Sep 2009
Yale School of Management, Harvard University - Department of Economics, Brigham Young University Marriott School of Business and Yale School of Management
Downloads 51 (406,562)

Abstract:

Loading...

54.

JPMorgan Chase London Whale F: Required Securities Disclosures

Yale Program on Financial Stability Case Study 2014-2F-V1
Number of pages: 15 Posted: 18 Mar 2015
Arwin G Zeissler, Giulio Girardi and Andrew Metrick
Yale University - Yale Program on Financial Stability, Securities and Exchange Commission and Yale School of Management
Downloads 182 (172,291)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

55.
Downloads 181 (173,130)
Citation 1

Consumption-Wealth Comovement of the Wrong Sign

Number of pages: 31 Posted: 16 Apr 2004
Yale School of Management, Harvard University - Department of Economics, Brigham Young University Marriott School of Business and Yale School of Management
Downloads 164 (188,699)
Citation 1

Abstract:

Loading...

Savings, wealth shocks, retirement

Consumption-Wealth Comovement of the Wrong Sign

NBER Working Paper No. w10454
Number of pages: 31 Posted: 14 Aug 2012
Yale School of Management, Harvard University - Department of Economics, Brigham Young University Marriott School of Business and Yale School of Management
Downloads 17 (581,204)

Abstract:

Loading...

56.

The Federal Reserve's Financial Crisis Response E: The Term Asset-Backed Securities Loan Facility

Number of pages: 21 Posted: 30 Jan 2016 Last Revised: 11 Feb 2016
Rosalind Wiggins and Andrew Metrick
Yale Program on Financial Stability and Yale School of Management
Downloads 169 (183,820)

Abstract:

Loading...

Financial Crisis, Federal Reserve, Asset-backed Securities Loan Facility, TALF, ABS

57.

European Banking Union D: Cross-Border Resolution — Dexia Group

Yale Program on Financial Stability Case Study 2014-5D-V1
Number of pages: 15 Posted: 14 Mar 2015
Rosalind Wiggins, Natalia Tente and Andrew Metrick
Yale Program on Financial Stability, Deutsche Bundesbank and Yale School of Management
Downloads 162 (190,472)
Citation 4

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

58.
Downloads 161 (191,516)

Regulatory Reform

Number of pages: 32 Posted: 30 Aug 2018
Andrew Metrick and June Rhee
Yale School of Management and Yale University - Yale Program on Financial Stability
Downloads 161 (191,726)
Citation 1

Abstract:

Loading...

global financial crisis, financial regulation, systemic risk, lender of last resort, Basel, Dodd–Frank Act

Regulatory Reform

Annual Review of Financial Economics, Vol. 10, pp. 153-172, 2018
Posted: 08 Nov 2018
Andrew Metrick and June Rhee
Yale School of Management and Yale University - Yale Program on Financial Stability

Abstract:

Loading...

59.

Basel III D: Swiss Finish to Basel III

Yale Program on Financial Stability Case Study 2014-1D-V1
Number of pages: 10 Posted: 14 Mar 2015
Christian McNamara, Natalia Tente and Andrew Metrick
Yale University - Yale Program on Financial Stability, Deutsche Bundesbank and Yale School of Management
Downloads 158 (194,718)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

60.

Basel III C: Internal Risk Models

Yale Program on Financial Stability Case Study 2014-1C-V1
Number of pages: 11 Posted: 14 Mar 2015
Yale University - Yale Program on Financial Stability, Bank of England and Yale School of Management
Downloads 153 (200,052)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

61.
Downloads 151 (202,216)
Citation 3

The Run on Repo and the Fed's Response

Yale ICF Working Paper No. 2018-14
Number of pages: 35 Posted: 08 Aug 2018 Last Revised: 29 Aug 2019
Gary B. Gorton, Toomas Laarits and Andrew Metrick
Yale School of Management, New York University (NYU) - Department of Finance and Yale School of Management
Downloads 131 (227,544)

Abstract:

Loading...

Financial Crises, Repo, Centeral Bank

The Run on Repo and the Fed's Response

NBER Working Paper No. w24866
Number of pages: 18 Posted: 01 Aug 2018
Gary B. Gorton, Toomas Laarits and Andrew Metrick
Yale School of Management, New York University (NYU) - Department of Finance and Yale School of Management
Downloads 20 (560,831)
Citation 2
  • Add to Cart

Abstract:

Loading...

62.

For Better or for Worse: Default Effects and 401(K) Savings Behavior

NBER Working Paper No. w8651
Number of pages: 49 Posted: 14 Dec 2001 Last Revised: 25 Oct 2010
Yale School of Management, Harvard University - Department of Economics, Brigham Young University Marriott School of Business and Yale School of Management
Downloads 141 (213,925)
Citation 12

Abstract:

Loading...

63.

European Central Bank Tools and Policy Actions A: Open Market Operations, Collateral Expansion and Standing Facilities

Yale Program on Financial Stability Case Study 2015-2A-V1
Number of pages: 21 Posted: 26 Jan 2016 Last Revised: 04 Mar 2016
Chase P. Ross, Rosalind Wiggins and Andrew Metrick
Yale School of Management, Yale Program on Financial Stability and Yale School of Management
Downloads 130 (228,144)
Citation 1

Abstract:

Loading...

Systemic Risk, Financial Crises, Open Market Operations, Collateral, Standing Facilities

64.

European Central Bank Tools and Policy Actions B: Asset Purchase Programs

Yale Program on Financial Stability Case Study 2015-2B-V1
Number of pages: 27 Posted: 26 Jan 2016 Last Revised: 04 Mar 2016
Chase P. Ross, Rosalind Wiggins and Andrew Metrick
Yale School of Management, Yale Program on Financial Stability and Yale School of Management
Downloads 127 (232,264)
Citation 1

Abstract:

Loading...

Financial Crises, Financial Regulation, Asset Purchase

65.

The Profits to Insider Trading: a Performance-Evaluation Perspective

NBER Working Paper No. w6913
Number of pages: 58 Posted: 12 Jun 2000 Last Revised: 20 Apr 2008
Harvard University - Business School (HBS), Harvard University - Harvard Kennedy School (HKS) and Yale School of Management
Downloads 126 (233,672)

Abstract:

Loading...

66.

Basel III F: Callable Commercial Paper

Yale Program on Financial Stability Case Study 2014-1F-V1
Number of pages: 8 Posted: 14 Mar 2015
Yale University - Yale Program on Financial Stability, FDIC, Division of Insurance and Research and Yale School of Management
Downloads 124 (236,503)
Citation 1

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

67.

JPMorgan Chase London Whale H: Cross-Border Regulation

Yale Program on Financial Stability Case Study 2014-2H-V1
Number of pages: 11 Posted: 07 Apr 2015
Arwin G Zeissler and Andrew Metrick
Yale University - Yale Program on Financial Stability and Yale School of Management
Downloads 120 (242,317)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

68.

Ireland and Iceland in Crisis C: Iceland's Landsbanki Icesave

Yale Program on Financial Stability Case Study 2014-4C-V1
Number of pages: 15 Posted: 20 Mar 2015
Arwin G Zeissler, Thomas Piontek and Andrew Metrick
Yale University - Yale Program on Financial Stability, Government of the United States of America - Office of Financial Research and Yale School of Management
Downloads 114 (251,506)
Citation 1

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

69.

Optimal Defaults and Active Decisions

NBER Working Paper No. w11074
Number of pages: 59 Posted: 18 Feb 2005 Last Revised: 07 Jan 2010
Massachusetts Institute of Technology (MIT), Yale School of Management, Harvard University - Department of Economics, Brigham Young University Marriott School of Business and Yale School of Management
Downloads 110 (257,945)
Citation 18

Abstract:

Loading...

70.

The Federal Reserve's Financial Crisis Response C: Providing US Dollars to Foreign Central Banks

Number of pages: 20 Posted: 30 Jan 2016 Last Revised: 09 Feb 2016
Rosalind Wiggins and Andrew Metrick
Yale Program on Financial Stability and Yale School of Management
Downloads 107 (263,023)

Abstract:

Loading...

Financial Crisis, Federal Reserve, Swaps, Central Banks

71.

The Federal Reserve's Financial Crisis Response D: Commercial Paper Market Facilities

Number of pages: 24 Posted: 28 Jan 2016 Last Revised: 09 Feb 2016
Rosalind Wiggins and Andrew Metrick
Yale Program on Financial Stability and Yale School of Management
Downloads 106 (264,762)

Abstract:

Loading...

Financial Crisis, Federal Reserve, Money Market Mututal Fund, Commercial Paper, Asset-backedCommercial Paper, Asset-Backed Commercial Paper Money Market Fund Mutual Liquidity Facility, AMLF, Commerical Paper Funding Facility, CPFF

72.

Guarantees and Capital Infusions in Response to Financial Crises A: Haircuts and Resolutions

Yale Program on Financial Stability Case Study 2015-3A-V1
Number of pages: 16 Posted: 30 Jan 2016
June Rhee and Andrew Metrick
Yale University - Yale Program on Financial Stability and Yale School of Management
Downloads 92 (290,846)

Abstract:

Loading...

Haircuts, Resolution, WaMu, Wachovia, Financial Crisis, FDIC

73.

The Federal Reserve's Financial Crisis Response A: Lending & Credit Programs for Depository Institutions

Yale Program on Financial Stability Case Study 2015-1A-v1
Number of pages: 26 Posted: 29 Jan 2016 Last Revised: 09 Feb 2016
Rosalind Wiggins and Andrew Metrick
Yale Program on Financial Stability and Yale School of Management
Downloads 87 (301,292)
Citation 1

Abstract:

Loading...

Financial Crisis, Federal Reserve, Discount Window, Term Auction Facility

74.

The Federal Reserve's Financial Crisis Response B: Lending & Credit Programs for Primary Dealers

Number of pages: 22 Posted: 27 Jan 2016 Last Revised: 09 Feb 2016
Rosalind Wiggins and Andrew Metrick
Yale Program on Financial Stability and Yale School of Management
Downloads 86 (303,482)
Citation 1

Abstract:

Loading...

Financial Crisis, Federal Reserve, Primary Dealers, Term Securities Lending Facility, Primary Dealer Credit Facility, SEction 13(3) FRA

75.

Ireland and Iceland in Crisis A: Increasing Risk in Ireland

Yale Program on Financial Stability Case Study 2014-4A-V1
Number of pages: 14 Posted: 20 Mar 2015
Yale University - Yale Program on Financial Stability, Bank of England and Yale School of Management
Downloads 81 (314,785)
Citation 1

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

76.

Restructuring and Forgiveness in Financial Crises A: The Mexican Peso Crisis of 1994-1995

YALE PROGRAM ON FINANCIAL STABILITY CASE STUDY 2015-4A-V3
Number of pages: 13 Posted: 29 Jan 2016
Christian McNamara, June Rhee and Andrew Metrick
Yale University - Yale Program on Financial Stability, Yale University - Yale Program on Financial Stability and Yale School of Management
Downloads 74 (331,736)

Abstract:

Loading...

77.

Ireland and Iceland in Crisis B: Decreasing Loan Loss Provisions in Ireland

Yale Program on Financial Stability Case Study 2014-4B-V1
Number of pages: 10 Posted: 20 Mar 2015
Arwin G Zeissler and Andrew Metrick
Yale University - Yale Program on Financial Stability and Yale School of Management
Downloads 74 (331,736)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation

78.

Guarantees and Capital Infusions in Response to Financial Crises B: U.S. Guarantees During the Global Financial Crisis

Yale Program on Financial Stability Case Study 2015-3B-V1
Number of pages: 16 Posted: 30 Jan 2016
June Rhee and Andrew Metrick
Yale University - Yale Program on Financial Stability and Yale School of Management
Downloads 72 (336,806)

Abstract:

Loading...

Guarantee, Money market fund, Temporary Liquidity Guarantee Program, Debt Guarantee Program, Transaction Account Guarantee Program, Asset Guarantee Program, FDIC, Citigroup

Performance Evaluation with Transactions Data: the Stock Selection of Investment Newsletters

NBER Working Paper No. w6648
Number of pages: 52 Posted: 19 Jul 2000 Last Revised: 10 Oct 2010
Andrew Metrick
Yale School of Management
Downloads 71 (343,358)
Citation 5

Abstract:

Loading...

Performance Evaluation with Transactions Data: The Stock Selection of Investment Newsletters

Journal of Finance
Posted: 11 Sep 1998
Andrew Metrick
Yale School of Management

Abstract:

Loading...

80.

Restructuring and Forgiveness in Financial Crises D: The Japanese Financial Crisis of the 1990s

YALE PROGRAM ON FINANCIAL STABILITY CASE STUDY 2015-4D-V2
Number of pages: 21 Posted: 28 Jan 2016
Christian McNamara and Andrew Metrick
Yale University - Yale Program on Financial Stability and Yale School of Management
Downloads 66 (352,969)

Abstract:

Loading...

81.

Restructuring and Forgiveness in Financial Crises C: The Swedish Banking Crisis of 1990-1994

Yale Program On Financial Stability Case Study 2015-4C-V2
Number of pages: 16 Posted: 28 Jan 2016
Christian McNamara, Lars Thunell and Andrew Metrick
Yale University - Yale Program on Financial Stability, World Bank - International Finance Corporation (IFC) and Yale School of Management
Downloads 62 (364,616)

Abstract:

Loading...

82.

Guarantees and Capital Infusions in Response to Financial Crises C: U.S. 2009 Stress Tests

Yale Program on Financial Stability Case Study 2015-3C-V1
Number of pages: 10 Posted: 26 Jan 2016
Chase P. Ross, June Rhee and Andrew Metrick
Yale School of Management, Yale University - Yale Program on Financial Stability and Yale School of Management
Downloads 60 (370,657)

Abstract:

Loading...

Systemic Risk, Financial Crises, Financial Regulation, Stress Test, Crisis Intervention, Tier 1 Capital

83.

Passive Decisions and Potent Defaults

NBER Working Paper No. w9917
Number of pages: 26 Posted: 29 Aug 2003 Last Revised: 04 Nov 2010
Yale School of Management, Harvard University - Department of Economics, Brigham Young University Marriott School of Business and Yale School of Management
Downloads 57 (380,040)

Abstract:

Loading...

84.

Restructuring and Forgiveness in Financial Crises B: Lessons from the Emerging Markets Crises of the 1990s 2-Asia

Yale Program on Financial Stability Case Study 2015-4B-V1
Number of pages: 11 Posted: 11 Feb 2017
June Rhee and Andrew Metrick
Yale University - Yale Program on Financial Stability and Yale School of Management
Downloads 52 (396,371)

Abstract:

Loading...

Asian Financial Crises, Emerging Market, Thailand

85.

Price Versus Quantity: Market Clearing Mechanisms When Sellers Differ in Quality

NBER Working Paper No. w5728
Number of pages: 41 Posted: 06 Nov 1996 Last Revised: 04 Oct 2010
Richard J. Zeckhauser and Andrew Metrick
Harvard University - Harvard Kennedy School (HKS) and Yale School of Management
Downloads 44 (425,145)
Citation 1

Abstract:

Loading...

86.

Stress Tests and Policy

Number of pages: 15 Posted: 23 Jul 2019
Greg Feldberg and Andrew Metrick
Yale University - Yale Program on Financial Stability and Yale School of Management
Downloads 29 (490,609)

Abstract:

Loading...

stress tests, macroprudential, countercyclical, capital policy

87.

Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation

Journal of Finance, Vol. 56, February 2001
Posted: 13 Jun 2001
Klaas Baks, Jessica A. Wachter and Andrew Metrick
Emory University - Department of Finance, University of Pennsylvania - Finance Department and Yale School of Management

Abstract:

Loading...

88.

The Equity Performance of Investment Newsletters

Harvard Institute of Economic Research Paper No. 1805
Posted: 06 Dec 1997
Andrew Metrick
Yale School of Management

Abstract:

Loading...