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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1,183

CITATIONS
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583

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 246 (116,360)

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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 Business School - Finance and Economics
Downloads 215 (132,910)
Citation 12

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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 162 (171,993)
Citation 48

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Equity Issues, Adverse Selection, Asymmetric Information

4.

Understanding Stock Price Behavior Around the Time of Equity Issues

Downloads 153 (180,452)
Citation 40

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 87 (274,901)
Citation 40

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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 2010
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 66 (323,550)
Citation 40

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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 103 (244,150)
Citation 87

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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 2010
Deborah J. Lucas and Robert L. McDonald
Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management
Downloads 103 (244,150)
Citation 145

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7.

External Financing and Insurance Cycles

NBER Working Paper No. w5229
Number of pages: 47 Posted: 14 Jul 2000 Last Revised: 17 Mar 2008
Anne Gron and Deborah J. Lucas
Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management
Downloads 38 (406,969)
Citation 1

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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: 16 Aug 2010
Deborah J. Lucas and Robert L. McDonald
Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management
Downloads 34 (422,872)
Citation 9

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9.

The Variability of Velocity in Cash-in-Advance Models

NBER Working Paper No. w2891
Number of pages: 49 Posted: 16 Jul 2004
Robert J. Hodrick, Narayana Kocherlakota and Deborah J. Lucas
Columbia Business School - Finance and Economics, University of Minnesota - Twin Cities - Department of Economics and Northwestern University - Kellogg School of Management
Downloads 34 (422,872)
Citation 17

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10.

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

Downloads 31 (435,444)
Citation 209

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: 14 Aug 2010
John Heaton and Deborah J. Lucas
University of Chicago - Finance and Northwestern University - Kellogg School of Management
Downloads 31 (446,360)
Citation 209

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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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11.

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 Dec 2010
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 30 (439,878)
Citation 1

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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: 15 Aug 2010
Deborah J. Lucas and Robert L. McDonald
Northwestern University - Kellogg School of Management and Northwestern University - Kellogg School of Management
Downloads 30 (439,878)
Citation 5

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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 4 (579,794)
Citation 1
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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

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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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