22 Stanford GSB Faculty Publications

22 Articles

5 Hanno Lustig 4 Ilya A Strebulaev 2 Mary Barth 1 Arthur Korteweg 1 Arvind Krishnamurthy 1 Charles Lee 1 Haim Mendelson 1 Ian Martin 1 Kenneth Singleton 1 Kevin Smith 1 Maureen McNichols 1 Nicholas Bloom 1 Sebastian Di Tella 1 Susan Athey 1 William Beaver More

13 Finance 5 Accounting 3 Economics

4 The Journal of Finance 3 The Accounting Review 3 The American Economic Review 2 Journal of Financial Economics 2 The Review of Financial Studies 1 Journal of Accounting and Economics 1 Journal of Econometrics 1 Journal of Economics & Management Strategy 1 Journal of Political Economy 1 Management Science 1 Manufacturing & Service Operations Management 1 Review of Accounting Studies 1 The Quarterly Journal of Economics More

4 idiosyncratic risk (securities) 4 uncertainty (information theory) 3 assets (accounting) 3 risk premiums 3 stock exchanges 2 American business enterprises 2 JOBS Act 2 United States Jumpstart Our Business Startups Act 2 actions & defenses (law) 2 big business 2 business cycles 2 business size 2 capital 2 capital market 2 disclosure 2 earnings announcements 2 econometric models 2 endogeneity (econometrics) 2 equity (law) 2 financial disclosure 2 financial disclosure laws 2 financial markets 2 foreign exchange rates 2 going public (securities) 2 information uncertainty 2 insurance policies 2 interest rate risk 2 macroeconomics 2 mandatory disclosure 2 power law (mathematics) 2 premiums (retail trade) 2 proprietary costs 2 rate of return on stocks 2 rent (economic theory) 2 stockholders 2 underpricing 2 volatility 2 voluntary disclosure 2 workers' compensation 1 ) expected utility 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 M40 1 M41 1 accounting information 1 accounting standards 1 adjustable rate mortgages 1 agency conflicts 1 asset allocation 1 banking 1 banking industry 1 bull markets 1 bullwhip effect 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 delayed information processing 1 demand signal processing 1 distribution (probability theory) 1 diversification 1 dynamic models 1 earnings horizon 1 earnings informativeness 1 earnings timeliness 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 event studies 1 event study (finance) 1 expected returns 1 f44 1 financial institutions 1 financial policy 1 financial ratios 1 financial risk 1 firm volatility 1 fixed rate mortgages 1 g12 1 g17 1 general equilibrium theory (economics) 1 generalized order-up-to policy 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 theory in economics 1 interactive communication 1 interest rates 1 investments 1 investor relations 1 investors 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 price informativeness 1 prices 1 pricing 1 production scheduling 1 production smoothing 1 public companies 1 puzzles 1 quarterly reporting 1 quarterly reports 1 rate of return -- mathematical models 1 return volatility 1 risk shifting 1 seniority 1 sharpe ratio 1 spread (finance) 1 stock price indexes 1 stock prices 1 stocks (finance) 1 supply chains 1 taxation 1 united states economic policy 1 valuation More