Deborah J. Lucas

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

Northwestern University - Kellogg School of Management

Donald C. Clark/Household International Distinguished Professor of Finance

2001 Sheridan Road

Evanston, IL 60208

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 31,512

SSRN RANKINGS

Top 31,512

in Total Papers Downloads

1,121

CITATIONS
Rank 922

SSRN RANKINGS

Top 922

in Total Papers Citations

578

Scholarly Papers (15)

1.

Who Holds the Toxic Waste? An Investigation of CMO Holdings

FRB of Cleveland Policy Discussion Paper No. 20
Number of pages: 20 Posted: 22 Oct 2007
Joseph G. Haubrich and Deborah J. Lucas
Federal Reserve Bank of Cleveland and Northwestern University - Kellogg School of Management
Downloads 227 (104,709)

Abstract:

2.

How Should Public Pension Plans Invest?

American Economic Review: Papers & Proceedings, Vol. 99, No. 2, pp. 527-532, 2009 , Columbia Business School Research Paper
Number of pages: 6 Posted: 30 Oct 2011
Deborah J. Lucas and Stephen P. Zeldes
Northwestern University - Kellogg School of Management and Columbia Business School - Finance and Economics
Downloads 177 (127,153)
Citation 12

Abstract:

Understanding Stock Price Behavior Around the Time of Equity Issues

ASYMMETRIC INFORMATION, CORPORATE FINANCE, AND INVESTMENT, R. Glenn Hubbard, ed., University of Chicago Press, 1990
Number of pages: 40 Posted: 21 Oct 2011
Robert A. Korajczyk, Deborah J. Lucas and Robert L. McDonald
Downloads 83 (250,691)
Citation 40

Abstract:

equity issues, adverse selection, asymmetric information

Understanding Stock Price Behavior Around the Time of Equity Issues

NBER Working Paper No. w3170
Number of pages: 40 Posted: 08 Jan 2008
Robert A. Korajczyk, Deborah J. Lucas and Robert L. McDonald
Downloads 66 (286,871)
Citation 40

Abstract:

4.

Equity Issues with Time-Varying Asymmetric Information

Journal of Financial and Quantitative Analysis (JFQA), Vol. 27, No. 3, 1992
Number of pages: 32 Posted: 22 Oct 2011
Robert A. Korajczyk, Deborah J. Lucas and Robert L. McDonald
Downloads 114 (156,066)
Citation 48

Abstract:

Equity Issues, Adverse Selection, Asymmetric Information

5.

Equity Issues and Stock Price Dynamics

NBER Working Paper No. w3169
Number of pages: 42 Posted: 22 Aug 2007
Deborah J. Lucas and Robert L. McDonald
Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management
Downloads 85 (220,295)
Citation 144

Abstract:

6.

The Effect of Information Releases on the Pricing and Timing of Equity Issues

Review of Financial Studies, Vol. 4, No. 4, pp. 685-708, 1991
Number of pages: 34 Posted: 03 Nov 2011
Robert A. Korajczyk, Deborah J. Lucas and Robert L. McDonald
Downloads 80 (221,773)
Citation 86

Abstract:

Equity Issues, Adverse Selection, Asymmetric Information

7.

External Financing and Insurance Cycles

NBER Working Paper No. w5229
Number of pages: 47 Posted: 14 Jul 2000
Anne Gron and Deborah J. Lucas
Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management
Downloads 34 (366,275)

Abstract:

8.

Bank Financing and Investment Decisions with Asymmetric Information

NBER Working Paper No. w2422
Number of pages: 38 Posted: 29 Dec 2006
Deborah J. Lucas and Robert L. McDonald
Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management
Downloads 29 (377,230)
Citation 10

Abstract:

9.

The Variability of Velocity in Cash-in-Advance Models

NBER Working Paper No. w2891
Number of pages: 49 Posted: 16 Jul 2004
Columbia Business School - Finance and Economics, University of Minnesota - Twin Cities - Department of Economics and Northwestern University - Kellogg School of Management
Downloads 27 (381,015)
Citation 17

Abstract:

10.

Bank Portfolio Choice with Private Information About Loan Quality: Theory and Implications for Regulation

NBER Working Paper No. w2421
Number of pages: 38 Posted: 27 Apr 2000
Deborah J. Lucas and Robert L. McDonald
Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management
Downloads 25 (393,141)
Citation 5

Abstract:

11.
Downloads 22 (401,822)
Citation 1

Abstract:

Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing

NBER Working Paper No. w4249
Number of pages: 60 Posted: 15 Aug 2007
John Heaton and Deborah J. Lucas
University of Chicago - Finance and Northwestern University - Kellogg School of Management
Downloads 16 (479,550)
Citation 206

Abstract:

Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing

J. OF POLITICAL ECONOMY, Vol. 104 No. 3, June 1996
Posted: 11 Sep 1996
John Heaton and Deborah J. Lucas
University of Chicago - Finance and Northwestern University - Kellogg School of Management

Abstract:

13.

Reforming Credit Reform

Public Budgeting & Finance, Vol. 28, Issue 4, pp. 90-110, Winter 2008
Number of pages: 21 Posted: 02 Dec 2008
Deborah J. Lucas and Marvin Phaup
Northwestern University - Kellogg School of Management and U.S. Congressional Budget Office - Special Studies Division
Downloads 3 (520,314)
Citation 1

Abstract:

14.

Portfolio Choice in the Presence of Background Risk

Economic Journal, Vol. 110, P. 460, January 2000
Posted: 22 Jan 2001
Deborah J. Lucas and John Heaton
Northwestern University - Kellogg School of Management and University of Chicago - Finance

Abstract:

15.

Shareholder Heterogeneity, Adverse Selection, and Payout Policy

Journal of Financial and Quantitative Analysis, June 1998
Posted: 04 Jun 1998
Robert L. McDonald and Deborah J. Lucas
Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management

Abstract: