Financial Economics
Department of Economics
Allen, Beth
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"Generic Existence of Completely Revealing Equilibria for Economies with Uncertainty when Prices Convey Information," Journal of Finance 35:2 (May 1980): 344-346.
Chari, V. V. and Larry Jones
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"Price Stability and Futures Trading in Non-Storable Commodities," (with R. Jagannathan), Quarterly Journal of Economics (May 1990).
Jones, Larry
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"Crises, Private Information and the Collapse of (Non Tradeable) Asset Markets," (with R. E. Manuelli).
Luttmer, Erzo
- "Subjective Discounting in an Exchange Economy," (with Thomas Mariotti), Journal of Poltical Economy 111:5 (2003): 959-989.
- "What Level Fixed Costs Can Reconcile Consumption and Stock Returns?" Journal of Political Economy 7:5 (1999): 969-1033
- "Short-Term Interest Rates as Subordinated Diffusions" (with Timothy G. Conley, Lars Peter Hansen and Jose A. Scheinkman), The Review of Financial Studies 10:3 (1997): 525-577.
- "Asset Pricing in Economies with Frictions," Econometrica, 1996, Vol. 64, No. 6, pp. 1439-1467.
- "Econometric Evaluation of Asset Pricing Models," (with Lars Peter Hansen and John Heaton), The Review of Financial Studies 8:2 (1995): 237-274.
- "Average Debt and Equity Returns: Puzzling?" (with Edward C. Prescott) American Economic Review, Papers and Proceedings 93:2 (2003): 392-397.
- Principles of Financial Economics (with Stephen F. LeRoy), Cambridge University Press, January 2001.
- "Minimum Cost Portfolio Insurance" (with C. D. Aliprantis and D. J. Brown) Journal of Economic Dynamics and Control 24 (2000): 1703-1719.
- "Asset Price Bubbles in Arrow-Debreu and Sequential Equilibrium" (with Kevin Huang) Economic Theory 15:2 (2000): 253-278.
