Showing results 31 - 36 of 36
X-CAPM: An Extrapolative Capital Asset Pricing Model. Robin Greenwood, Andrei Shleifer, March 26, 2014, Paper. "Survey evidence suggests that many investors form beliefs about…
Vulnerable Banks. Robin Greenwood, March 2014, Paper. "We present a model in which fire sales propagate shocks across bank balance sheets. When a bank experiences a negative shock…
Expectations of Returns and Expected Returns. Robin Greenwood, Andrei Shleifer, January 11, 2014, Paper. "We analyze time series of investor expectations of future stock market…
Issuer Quality and Corporate Bond Returns. Robin Greenwood, Samuel G. Hanson, February 2013, Paper. "We show that the credit quality of corporate debt issuers deteriorates during…
The Growth of Finance. Robin Greenwood, 2013, Paper. "During the last 30 years, the financial services sector has grown enormously. During the last 30 years, the financial…
A Gap-Filling Theory of Corporate Debt Maturity Choice. Jeremy Stein, Robin Greenwood, Samuel Hanson, June 2008, Paper. "We argue that time-series variation in the maturity…