Showing results 11 - 19 of 19
The Financial Regulatory Reform Agenda in 2017. Robin Greenwood, Samuel Hanson, Jeremy Stein, Adi Sunderam, February 2017, Paper, "We take stock of the post-crisis financial…
Rainy Day Stocks, Robin Greenwood, January 2017, Paper, "We study the good- and bad-times performance of equity portfolios formed on characteristics. Many characteristics…
The Federal Reserve’s Balance Sheet as a Financial-Stability Tool. Robin Greenwood, Samuel Hanson, Jeremy Stein, September 2016, Paper, "In this paper, we…
Asset Price Dynamics in Partially Segmented Markets. Robin Greenwood, Samuel Hanson, December 2015, Paper. "How do supply shocks in one financial market affect prices in other…
Extrapolation and Bubbles. Robin Greenwood, Andrei Shleifer, September 2015, Paper, "We present an extrapolative model of bubbles. In the model, many investors form their…
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…
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…