Stanford GSB Faculty Publications

The Faculty Publications collection allows you to explore a growing corpus of GSB research in one place, with the ability to perform searches by title, author, abstract, supplied keywords, and (when available) full text. The collection includes links to all available journal articles dating back to 2012, and we have added case studies, working papers, books and book chapters, and white papers published since 2023. Output from the Corporate Governance Research Initiative, the Corporations and Society Initiative, and the Value Chain Innovation Initiative is also included.

The collection’s scope currently encompasses:

  • Journal Articles - 2012 to present
  • Working Papers - 2023 to present
  • Books - 2023 to present
  • Case Studies - 2023 to present

This collection will grow over time as new publications are continually added, additional Research Hub Labs and Initiatives are incorporated, and librarians add entries for pre-2012 articles and other content.

Photo: Monuments to the Unknown Variables by Peter Wegner. Located in the McCoy Family Courtyard of Knight Management Center at the GSB, the ‘x’ structure offers a place to ponder indefinite change—and plan new discoveries.

Showing 26 - 40 of 40 Records

Title (A-Z) Title (Z-A) Date (Ascending) Date (Descending)
25 50 100
Miniature of Gravity in the Exchange Rate Factor Structure
Gravity in the Exchange Rate Factor Structure
  • GSB Authors: Hanno Lustig
  • Date: 2019-09-12
  • Publication Type: Articles
  • Publication: The Review of Financial Studies
Miniature of Gravity in the Exchange Rate Factor Structure
Gravity in the Exchange Rate Factor Structure
  • GSB Authors: Hanno Lustig
  • Date: 2019-09-12
  • Publication Type: Articles
  • Publication: The Review of Financial Studies
Miniature of Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
  • GSB Authors: Hanno Lustig
  • Date: 2019-06-01
  • Publication Type: Articles
  • Publication: The American Economic Review
Miniature of Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
  • GSB Authors: Hanno Lustig
  • Date: 2019-06-01
  • Publication Type: Articles
  • Publication: The American Economic Review
Miniature of Capital Share Dynamics When Firms Insure Workers
Capital Share Dynamics When Firms Insure Workers
  • GSB Authors: Hanno Lustig
  • Date: 2019-03-30
  • Publication Type: Articles
  • Publication: The Journal of Finance
Miniature of Capital Share Dynamics When Firms Insure Workers
Capital Share Dynamics When Firms Insure Workers
  • GSB Authors: Hanno Lustig
  • Date: 2019-03-30
  • Publication Type: Articles
  • Publication: The Journal of Finance
Miniature of Why Are Exchange Rates So Smooth? A Household Finance Explanation
Why Are Exchange Rates So Smooth? A Household Finance Explanation
  • GSB Authors: Hanno Lustig
  • Date: 2019-02-20
  • Publication Type: Articles
  • Publication: Journal of Monetary Economics
Miniature of The Term Structure of Currency Carry Trade Risk Premia
The Term Structure of Currency Carry Trade Risk Premia
  • GSB Authors: Hanno Lustig
  • Date: 2019-01-19
  • Publication Type: Articles
  • Publication: The American Economic Review
Miniature of The Term Structure of Currency Carry Trade Risk Premia
The Term Structure of Currency Carry Trade Risk Premia
  • GSB Authors: Hanno Lustig
  • Date: 2019-01-19
  • Publication Type: Articles
  • Publication: The American Economic Review
Miniature of The Cross-Section and Time Series of Stock and Bond Returns
The Cross-Section and Time Series of Stock and Bond Returns
  • GSB Authors: Hanno Lustig
  • Date: 2017-05-22
  • Publication Type: Articles
  • Publication: Journal of Monetary Economics
Miniature of Deflation Risk
Deflation Risk
  • GSB Authors: Hanno Lustig
  • Date: 2017-02-27
  • Publication Type: Articles
  • Publication: The Review of Financial Studies
Miniature of Are Stocks Real Assets? Sticky Discount Rates in Stock Markets
Are Stocks Real Assets? Sticky Discount Rates in Stock Markets
  • GSB Authors: Hanno Lustig
  • Date: 2016-09-22
  • Publication Type: Articles
  • Publication: The Review of Financial Studies
Miniature of Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
  • GSB Authors: Hanno Lustig
  • Date: 2016-06-01
  • Publication Type: Articles
  • Publication: The American Economic Review
Miniature of The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications
  • GSB Authors: Hanno Lustig
  • Date: 2015-10-21
  • Publication Type: Articles
  • Publication: Journal of Financial Economics
Miniature of Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy
Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy
  • GSB Authors: Hanno Lustig
  • Date: 2015-02-12
  • Publication Type: Articles
  • Publication: Review of Economic Dynamics
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About this Collection

Collection Name:
Stanford GSB Faculty Publications
Collection Type:
GSB Publications and Research

40 Finance

7 fiscal policy 6 foreign exchange rates 5 market volatility 4 bond pricing 4 business size 4 investors 4 monetary policy 3 asset pricing 3 bonds (finance) 3 convenience yield 3 convenience yields 3 financial markets 3 incomplete markets 3 international finance 3 risk exposure 3 term structure 2 American business enterprises 2 asset management 2 big business 2 capital 2 carry trades (foreign exchange) 2 commerce 2 corporate governance 2 dollar 2 economic geography 2 endogeneity (econometrics) 2 equity (real property) 2 exchange rate puzzles 2 exchange rates 2 federal budget 2 financial bailouts 2 financial crises 2 financial repression 2 financial services industry 2 foreign exchange 2 households 2 insurance policies 2 interest rate risk 2 interest rates 2 location theory (geography) 2 market capitalization 2 network effect 2 options (finance) 2 power law (mathematics) 2 price inflation 2 public debt sustainability 2 public debts 2 rate of return on stocks 2 rent (economic theory) 2 risk 2 risk premiums 2 space in economics 2 statistical correlation 2 stockholders 2 time series analysis 2 workers' compensation 1 2008-2009 1 E62 fiscal policy 1 G12 1 JEL codes: G12 1 Sharpe ratio 1 U.S. dollar 1 US monetary policy 1 aggregation 1 aggregation (statistics) 1 arbitrage 1 assets (accounting) 1 banking 1 banking industry 1 bond risk premium 1 budget 1 business cycles 1 business cycles and asset pricing 1 consumer confidence 1 consumer preferences 1 consumers 1 consumption (economics) 1 credit 1 crises 1 cross section of stock returns 1 cross-sectional method 1 current account 1 debt 1 debt maturity 1 debt sustainability 1 decision making in investments 1 demand 1 demand for money 1 discounted cash flow 1 e13 1 e32 1 economic forecasting 1 economic shock 1 endowments 1 exchange rate 1 expertise 1 f44 1 finance 1 financial economics 1 financial ratios 1 financial risk 1 firm volatility 1 g11 1 g12 1 g17 1 g21 1 global financial crisis 1 government budget constraint 1 government securities 1 gross domestic product 1 heterogeneous beliefs 1 idiosyncratic risk 1 idiosyncratic risk (securities) 1 international economics 1 international finance and macroeconomics 1 international investment 1 international risk sharing 1 investment 1 investment risk 1 macroeconomics 1 marginal utility 1 market pricing 1 market segmentation 1 market value 1 mispricing 1 monetary economics 1 policy 1 poor people 1 portfolio choice 1 portfolio management (investments) 1 portfolio restrictions 1 portfolio selection and asset pricing 1 price deflation 1 public spending 1 rate of return 1 rate of return on bonds 1 rate of return on government securities 1 return on assets 1 risk sharing 1 safe asset demand 1 sharpe ratio 1 shopping 1 stock market participation 1 suretyship & guaranty 1 surplus (economics) 1 swaps (finance) 1 unemployment statistics 1 united states economic policy 1 united states economy 1 valuation 1 value premium