Thomas Gilbert

University of Washington - Department of Finance and Business Economics

Box 353200

Seattle, WA 98195

United States

http://faculty.washington.edu/gilbertt/

SCHOLARLY PAPERS

9

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CITATIONS
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Top 20,198

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15

Scholarly Papers (9)

1.

Why are University Endowments Large and Risky?

Review of Financial Studies, Forthcoming
Number of pages: 57 Posted: 19 Mar 2011 Last Revised: 27 Jun 2015
Thomas Gilbert and Christopher M. Hrdlicka
University of Washington - Department of Finance and Business Economics and University of Washington - Michael G. Foster School of Business
Downloads 571 (24,788)

Abstract:

University endowments, portfolio choice, investment policy, governance, agency, UPMIFA

2.

Precautionary Savings with Risky Assets: When Cash Is Not Cash

Journal of Finance, Forthcoming
Number of pages: 89 Posted: 03 Nov 2013 Last Revised: 28 May 2016
University of Washington - Michael G. Foster School of Business, University of Washington - Department of Finance and Business Economics, University of Washington and University of Washington - Michael G. Foster School of Business
Downloads 506 (15,914)

Abstract:

Cash, Precautionary Savings, Investment Securities, Risk, Liquidity, SFAS 157, Fair Value, Taxes

3.

Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas

Review of Asset Pricing Studies, Forthcoming
Number of pages: 55 Posted: 18 Mar 2012 Last Revised: 21 Dec 2013
University of Washington - Department of Finance and Business Economics, University of Washington - Michael G. Foster School of Business, Oregon State University - College of Business and University of Washington - Michael G. Foster School of Business
Downloads 412 (34,597)

Abstract:

Asset pricing models, systematic risk, factor structure, return frequency, information, price discovery, beta measurement

4.

Investor Inattention and the Market Impact of Summary Statistics

Management Science, Forthcoming
Number of pages: 29 Posted: 27 Mar 2008 Last Revised: 17 Sep 2011
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Washington - Department of Finance and Business Economics, University of California, Los Angeles (UCLA) - Anderson School of Management and The Conference Board
Downloads 405 (54,335)
Citation 4

Abstract:

Limited attention, macroeconomic news, informational efficiency

Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?

ECB Working Paper No. 1882
Number of pages: 54 Posted: 08 Feb 2016
Thomas Gilbert, Chiara Scotti, Georg Strasser and Clara Vega
University of Washington - Department of Finance and Business Economics, Board of Governors of the Federal Reserve System, European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 105 (219,711)

Abstract:

macroeconomic announcements, price discovery, learning, macroeconomic

Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?

FEDS Working Paper No. 2015-046, http://dx.doi.org/10.17016/FEDS.2015.046
Number of pages: 51 Posted: 09 Jul 2015
Thomas Gilbert, Chiara Scotti, Georg Strasser and Clara Vega
University of Washington - Department of Finance and Business Economics, Board of Governors of the Federal Reserve System, European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 67 (291,838)

Abstract:

Macroeconomic announcements, central bank policy, coordination role of public information, learning, macroeconomic forecasting, price discovery

Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?

FEDS Working Paper No. 2015-46
Number of pages: 58 Posted: 19 Dec 2016
Thomas Gilbert, Chiara Scotti, Georg Strasser and Clara Vega
University of Washington - Department of Finance and Business Economics, Board of Governors of the Federal Reserve System, European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 44 (357,981)

Abstract:

Macroeconomic announcements, Price discovery, Learning, Forecasting, Now-casting

Is the Intrinsic Value of a Macroeconomic News Announcement Related to Its Asset Price Impact?

Journal of Monetary Economics, Forthcoming
Number of pages: 57 Posted: 25 Apr 2015 Last Revised: 12 Sep 2017
Thomas Gilbert, Chiara Scotti, Georg Strasser and Clara Vega
University of Washington - Department of Finance and Business Economics, Board of Governors of the Federal Reserve System, European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 39 (375,956)

Abstract:

Macroeconomic announcements, price discovery, learning, forecasting, nowcasting

6.

Endogenous Versus Exogenous Shocks in Complex Networks: An Empirical Test Using Book Sale Rankings

Physical Review Letters, Vol. 93, 2004
Number of pages: 5 Posted: 18 Nov 2003 Last Revised: 02 Apr 2011
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), affiliation not provided to SSRN, University of Washington - Department of Finance and Business Economics and Université de Nice Sophia Antipolis - Laboratoire de Physique de la Matiere Condensee (LPMC)
Downloads 253 (96,318)
Citation 8

Abstract:

Amazon, shocks, endogenous, exogenous, networks, critical, marketing

Information Aggregation Around Macroeconomic Announcements: Revisions Matter

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 47 Posted: 19 Mar 2008 Last Revised: 02 Apr 2011
Thomas Gilbert
University of Washington - Department of Finance and Business Economics
Downloads 168 (150,489)
Citation 3

Abstract:

Macroeconomic announcements, revisions, information precision, price discovery

Dispersed Macroeconomic Information: Announcements, Revisions & Stock Returns

AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Posted: 13 Oct 2008
Thomas Gilbert
University of Washington - Department of Finance and Business Economics

Abstract:

8.

Leaders' Preferences for Fairness and Risk-Sharing Across Generations

Number of pages: 59 Posted: 02 Jun 2012 Last Revised: 03 Sep 2015
Thomas Gilbert and Christopher M. Hrdlicka
University of Washington - Department of Finance and Business Economics and University of Washington - Michael G. Foster School of Business
Downloads 79 (227,615)

Abstract:

Fairness, intergenerational equity, risk-sharing, portfolio choice, endowments, public pension plans, global warming

9.

The Structure of Information Release and the Factor Structure of Returns

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 74 Posted: 12 May 2016 Last Revised: 14 Feb 2017
University of Washington - Department of Finance and Business Economics, University of Washington - Michael G. Foster School of Business and University of Washington - Michael G. Foster School of Business
Downloads 0 (131,325)

Abstract:

Earnings Announcements, CAPM, Factor Models, SMB, HML