MIT Golub Center for Finance and Policy
Research Papers and Publications
Research and Publications by Affiliated Sloan Faculty
Fishman, Michael J., Jonathan A. Parker, and Ludwig Straub. The Review of Financial Studies Vol. 37, No. 8 (2024): 2355-2402. Preprint. Appendix.
Golding, Edward, and Deborah J. Lucas, MIT Sloan Working Paper 6380-20. Cambridge, MA: MIT Sloan School of Management, October 2022.
Ahnert, Toni, Kristin J. Forbes, Christian Friedrich, and Dennis Reinhardt. Journal of Financial Economics Vol. 140, No. 1 (2021): 145-174. Highlighted in NBER Digest, Dec 2018. SSRN. Dataset. Data and code.
Lucas, Deborah J., and Daniel Smith. Journal of Investment Management Vol. 18, No. 4 (2020): 1-27.