Deborah J. Lucas

Northwestern University - Kellogg School of Management

Donald C. Clark/Household International Distinguished Professor of Finance

2001 Sheridan Road

Evanston, IL 60208

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • Northwestern University - Kellogg School of Management

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    • Tel: 847-491-8333
    • Fax: 847-491-5719
SCHOLARLY PAPERS

15

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1,454

SSRN CITATIONS
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Top 2,607

in Total Papers Citations

72

CROSSREF CITATIONS

431

Scholarly Papers (15)

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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 257 (174,913)

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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 University - Columbia Business School, Finance
Downloads 245 (183,137)
Citation 5

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3.

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
Northwestern University - Kellogg School of Management, Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management
Downloads 196 (225,606)
Citation 34

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Equity Issues, Adverse Selection, Asymmetric Information

4.

Understanding Stock Price Behavior Around the Time of Equity Issues

Downloads 178 (245,390)
Citation 16

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
Northwestern University - Kellogg School of Management, Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management
Downloads 101 (380,388)

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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 Last Revised: 01 Sep 2022
Robert A. Korajczyk, Deborah J. Lucas and Robert L. McDonald
Northwestern University - Kellogg School of Management, Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management
Downloads 77 (450,513)

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5.

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
Northwestern University - Kellogg School of Management, Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management
Downloads 149 (284,569)
Citation 1

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Equity Issues, Adverse Selection, Asymmetric Information

6.

Equity Issues and Stock Price Dynamics

NBER Working Paper No. w3169
Number of pages: 42 Posted: 22 Aug 2007 Last Revised: 31 Aug 2022
Deborah J. Lucas and Robert L. McDonald
Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management
Downloads 142 (295,691)
Citation 3

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7.

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

Downloads 62 (503,488)
Citation 183

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 Last Revised: 13 Aug 2022
John Heaton and Deborah J. Lucas
University of Chicago - Finance and Northwestern University - Kellogg School of Management
Downloads 62 (510,906)
Citation 10

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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

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8.

Bank Financing and Investment Decisions with Asymmetric Information

NBER Working Paper No. w2422
Number of pages: 38 Posted: 29 Dec 2006 Last Revised: 15 Aug 2022
Deborah J. Lucas and Robert L. McDonald
Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management
Downloads 47 (565,210)

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9.

External Financing and Insurance Cycles

NBER Working Paper No. w5229
Number of pages: 47 Posted: 14 Jul 2000 Last Revised: 17 Apr 2022
Anne Gron and Deborah J. Lucas
Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management
Downloads 46 (570,167)

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10.

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

NBER Working Paper No. w2727
Number of pages: 51 Posted: 29 Mar 2010 Last Revised: 16 Jun 2022
Robert A. Korajczyk, Robert L. McDonald and Deborah J. Lucas
Northwestern University - Kellogg School of Management, Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management
Downloads 43 (585,593)
Citation 11

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11.

The Variability of Velocity in Cash-in-Advance Models

NBER Working Paper No. w2891
Number of pages: 49 Posted: 16 Jul 2004 Last Revised: 27 Nov 2022
Robert J. Hodrick, Narayana Kocherlakota and Deborah J. Lucas
Columbia University - Columbia Business School, Finance, University of Minnesota - Twin Cities - Department of Economics and Northwestern University - Kellogg School of Management
Downloads 43 (585,593)

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12.

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 Last Revised: 13 Feb 2022
Deborah J. Lucas and Robert L. McDonald
Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management
Downloads 41 (596,291)
Citation 2

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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 5 (887,814)

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14.

Portfolio Choice in the Presence of Background Risk

Posted: 22 Jan 2001
Deborah J. Lucas and John Heaton
Northwestern University - Kellogg School of Management and University of Chicago - Finance

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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

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