17 Stanford GSB Faculty Publications

17 Articles

3 Hanno Lustig 3 Ilya A Strebulaev 1 Arthur Korteweg 1 Arvind Krishnamurthy 1 Charles Lee 1 Haim Mendelson 1 Ian Martin 1 Kenneth Singleton 1 Mary Barth 1 Maureen McNichols 1 Nicholas Bloom 1 Sebastian Di Tella 1 Susan Athey 1 William Beaver More

17 market volatility 3 assets (accounting) 3 idiosyncratic risk (securities) 2 capital market 2 econometric models 2 risk premiums 2 stock exchanges 2 uncertainty (information theory) 1 ) expected utility 1 American business enterprises 1 C32 1 C51 1 C52 1 E43 1 G12 1 G14 1 G18 1 G2 1 G21 1 G28 1 G32 1 G38 1 Gaussian processes 1 JOBS Act 1 M40 1 M41 1 United States Jumpstart Our Business Startups Act 1 accounting standards 1 actions & defenses (law) 1 adjustable rate mortgages 1 agency conflicts 1 asset allocation 1 banking 1 banking industry 1 big business 1 bull markets 1 bullwhip effect 1 business cycles 1 business size 1 capital 1 capital markets 1 capital regulation 1 capital structure 1 computable general equilibrium models 1 consumers 1 corporate communications 1 corporate disclosure 1 credit risk 1 crisis management 1 cross section of stock returns 1 dconomic competition 1 default (finance) 1 demand signal processing 1 disclosure 1 distribution (probability theory) 1 diversification 1 dynamic models 1 earnings announcements 1 economic models 1 economic policy 1 economic shock 1 economic structure 1 economics 1 economics in the press 1 empirical research 1 employment 1 endogeneity (econometrics) 1 equity (law) 1 expected returns 1 f44 1 financial disclosure 1 financial disclosure laws 1 financial institutions 1 financial markets 1 financial policy 1 financial ratios 1 financial risk 1 firm volatility 1 fixed rate mortgages 1 foreign exchange rates 1 g12 1 g17 1 general equilibrium theory (economics) 1 generalized order-up-to policy 1 going public (securities) 1 hedge funds 1 history 1 housing market 1 idiosyncratic risk 1 idiosyncratic volatility puzzle 1 incomplete markets 1 information content 1 information processing 1 information processing costs 1 information uncertainty 1 insurance policies 1 interactive communication 1 interest rate risk 1 interest rates 1 investments 1 investor relations 1 investors 1 macroeconomics 1 mandatory disclosure 1 marginal utility 1 market capitalization 1 market liquidity 1 martingale model of forecast evolution 1 mathmematical models 1 maximum likelihood statistics 1 mortgage loan default 1 mortgages 1 open source software 1 portfolio management (investments 1 portfolio management (investments) 1 portfolio performance 1 power law (mathematics) 1 premiums (retail trade) 1 price informativeness 1 prices 1 pricing 1 production scheduling 1 production smoothing 1 proprietary costs 1 public companies 1 puzzles 1 rate of return -- mathematical models 1 rate of return on stocks 1 rent (economic theory) 1 return volatility 1 risk shifting 1 seniority 1 sharpe ratio 1 spread (finance) 1 stock price indexes 1 stock prices 1 stockholders 1 stocks (finance) 1 supply chains 1 taxation 1 underpricing 1 united states economic policy 1 valuation 1 volatility 1 voluntary disclosure 1 workers' compensation More