FINANCE
Robert Jarrow, A Study on Asset Price Bub- ble Dynamics: Explosive Trend or Quadratic Variation?, Quantitative Finance, 24, 5, May 2024. With Kwok, Simon.
Robert Jarrow, Filtration Reduction and Incomplete Markets, Frontiers of Mathe- matical Finance, 3, 1, March 2024. With Grigorian, Karen.
Pamela Moulton, Catch Me If You Can: In Search of Accuracy, Scope and Ease of Fraud Prediction, Review of Account- ing Studies, 2024, September 2024. With Chakrabarty, Bidisha; Pugachev, Leonid; Wang, Xu F.
Maureen O’Hara, Tiny trades, big questions: Fractional shares, Journal of Financial Eco- nomics, 157, July (3rd Quarter/Summer) 2024. With Bartlett, Robert P.; McCrary, Justin.
Maureen O’Hara, Mutual Fund Fragility, Dealer Liquidity Provision, and the Pricing of Municipal Bonds, Management Science, 70, 7, July (3rd Quarter/Summer) 2024. With Li, Yi; Zhou, Xing (Alex).
Kelly Posenau, Te risk and return of im- pact investing funds, Journal of Financial Economics, 161, November 2024. With Jeffers, Jessica; Lyu, Tianshu.
Mao Ye, Price Ceiling, Market Structure, and Payout Policies, Journal of Financial Eco- nomics, 155, May 2024. With Li, Xiongshi; Zheng, Miles.
Published Book Chapters
Scott Stewart, 2024, “Six Investment Portfo- lio Cases”, in Portfolio Management: Teory and Practice.
TO PUBLICATIONS | RESEARCH WITH IMPACT: CORNELL SC JOHNSON COLLEGE OF BUSINESS • 2024 EDITION CONTENTS
74
Page 1 |
Page 2 |
Page 3 |
Page 4 |
Page 5 |
Page 6 |
Page 7 |
Page 8 |
Page 9 |
Page 10 |
Page 11 |
Page 12 |
Page 13 |
Page 14 |
Page 15 |
Page 16 |
Page 17 |
Page 18 |
Page 19 |
Page 20 |
Page 21 |
Page 22 |
Page 23 |
Page 24 |
Page 25 |
Page 26 |
Page 27 |
Page 28 |
Page 29 |
Page 30 |
Page 31 |
Page 32 |
Page 33 |
Page 34 |
Page 35 |
Page 36 |
Page 37 |
Page 38 |
Page 39 |
Page 40 |
Page 41 |
Page 42 |
Page 43 |
Page 44 |
Page 45 |
Page 46 |
Page 47 |
Page 48 |
Page 49 |
Page 50 |
Page 51 |
Page 52 |
Page 53 |
Page 54 |
Page 55 |
Page 56 |
Page 57 |
Page 58 |
Page 59 |
Page 60 |
Page 61 |
Page 62 |
Page 63 |
Page 64 |
Page 65 |
Page 66 |
Page 67 |
Page 68 |
Page 69 |
Page 70 |
Page 71 |
Page 72 |
Page 73 |
Page 74 |
Page 75 |
Page 76 |
Page 77 |
Page 78 |
Page 79 |
Page 80 |
Page 81 |
Page 82 |
Page 83 |
Page 84 |
Page 85
