MIT Golub Center for Finance and Policy
Research Papers and Publications
Research and Publications by Affiliated Sloan Faculty
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.
Green, Daniel, Brain T. Melzer, Jonathan A. Parker, and Arcenis Rojas. American Economic Journal: Economic Policy Vol. 12, No. 4 (2020): 178-211. NBER Working Paper 22878. Blog Summary.