Influential research by members of the Paul Woolley Centre has been published in some of the most recognised international journals in the field.
Below is a collection of notable papers published in the Journal of Finance, Review of Financial Studies, Journal of Financial Economics, American Economic Review, Journal of Political Economy, Quarterly Journal of Economics, Econometrica, and Review of Economic Studies.
2018
2017
2016
- Martin Oehmke and Adam Zawadowski (2016), The Anatomy of the CDS Market. Review of Financial Studies, 30 (1): 80-119. doi: 10.1093/rfs/hhw068
- Huaizhi Chen, Lauren Cohen and Dong Lou (2016), Industry Window Dressing, Review of Financial Studies, 29 (12): 3354-3393. doi: 10.1093/rfs/hhw020
- Konstantinos E. Zachariadis, Ioan F. Olaru (2016) The Impact of Security Trading on Corporate Restructurings. Review of Finance, rfw019. doi: 10.1093/rof/rfw019
- Ian Martin (2016), What is the Expected Return on the Market?, The Quarterly Journal of Economics, doi: 10.1093/qje/qjw034
- Dragana Cvijanović, Amil Dasgupta and Konstantinos Zachariadis (2016) Ties that Bind: How Business Connections Affect Mutual Fund Activism, Journal of Finance, doi: 10.1111/jofi.12425
- Brunnermeier, Markus K., Luis Garicano, Philip R. Lane, Marco Pagano, Ricardo Reis, Tano Santos, David Thesmar, Stijn Van Nieuwerburgh and Dimitri Vayanos (2016), The Sovereign-Bank Diabolic Loop and ESBies, American Economic Review, 106(5): 508-12
- Aytek Malkhozov, Philippe Mueller, Andrea Vedolin and Gyuri Venter (2016), Mortgage Risk and the Yield Curve. Review of Financial Studies, 29 (5), 1220-1253
- Zhiguo He and Peter Kondor (2016), Inefficient Investment Waves, Econometrica, 84 (2), 735-780
2015
- Chabakauri, G., (2015), Asset Pricing with Heterogeneous Preferences, Beliefs, and Portfolio Constraints, Journal of Monetary Economics 75, 21-34
- Konstantin Milbradt and Martin Oehmke (2015), Maturity rationing and collective short-termism. Journal of Financial Economics, 118 (3): 553-570
- Dasgupta, A. and Piacentino, G. (2015), The Wall Street Walk when Blockholders Compete for Flows. The Journal Of Finance, 70 (6): 2853–2896. doi:10.1111/jofi.12308
- Bolton, P. and Oehmke, M. (2015), Should Derivatives Be Privileged in Bankruptcy?. The Journal Of Finance, 70 (6): 2353–2394. doi:10.1111/jofi.12201
- Oehmke, Martin and Adam Zawadowski (2015), Synthetic or Real? The Equilibrium Effects of Credit Default Swaps on Bond Markets. Review of Financial Studies, 28 (12): 3303-3337. doi:10.1093/rfs/hhv047
- Bruno Biais, Jean-Charles Rochet, and Paul Woolley (2015), Dynamics of Innovation and Risk. Review of Financial Studies, 28 (5): 1353-1380. doi: 10.1093/rfs/hhv003
- Makarov, I. and Plantin, G. (2015), Rewarding Trading Skills without Inducing Gambling. The Journal of Finance, 70 (3): 925–962. doi:10.1111/jofi.12257
Archive