Department of Finance Research

The department prides itself in providing a vibrant research atmosphere characterized by extensive collaboration and a shared goal of excelling through the production of cutting-edge research. For complete information on publications and impact, please refer to each faculty member’s profile.

Research Highlights

  • Forthcoming Papers

    Finance Department Forthcoming Publications

    • Sumit Agarwal, Itzhak Ben-David, and Vincent Yao, Systematic Mistakes of Borrowers in the Mortgage Market, Journal of Financial Economics, forthcoming
    • Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet, Tomasz Piskorski, and Amit Seru, Policy Intervention in Debt Renegotiation: Evidence from the Home Affordable Modification Program, Journal of Political Economy, forthcoming
    • Itzhak Ben-David, Ajay Palvia, and Chester Spatt, Banks’ Internal Capital Markets and Deposit Rates, Journal of Financial and Quantitative Analysis, forthcoming
    • Jongha Lim, Anil Makhija, and Oded Shenkar, The Asymmetric Relationship between National Cultural Distance and Target Premiums in Cross-border M&As, Journal of Corporate Finance, forthcoming.
    • David T. Robinson and Berk Sensoy, Cyclicality, Performance Measurement, and Cash Flow Liquidity in Private Equity”, Journal of Financial Economics, forthcoming.
    • Nicole Boyson, Rüdiger Fahlenbrach, and René Stulz, Why Don’t All Banks Practice Regulatory Arbitrage? Evidence from the Usage of Trust Preferred Securities, Review of Financial Studies, forthcoming.
    • Claudio Loderer, René Stulz and Urs Walchli, Firm Rigidities and the Decline of Growth Opportunities, Management Science, forthcoming.
    • Sabrina Buti, Barbara Rindi and Ingrid Werner, Dark Pool Trading Strategies, Market Quality, and Welfare, Journal of Financial Economics, forthcoming.
  • Recent Publications

    Finance Department Publications


    • Justin Birru with Baolian Wang, Nominal Price Illusion, Journal of Financial Economics, 119 (3), 578-598, 2016.
    • Kewei Hou and Roger Loh, Have We Solved the Idiosyncratic Volatility Puzzle? Journal of Financial Economics, 121 (1), 167-194, (2016).
    • Jack Favilukis and Xiaoji Lin, Does Wage Rigidity Make Firms Riskier? Evidence from Long-Horizon Return Predictability, Journal of Monetary Economics, 78, 67-79, 2016.
    • Jack Favilukis and Xiaoji Lin, Wage Rigidity: A Quantitative Solution to Several Asset Pricing Puzzles, Review of Financial Studies, 29 (1), 148-192, 2016.
    • Bernadette A. Minton and Catherine Schrand, Institutional Investments in Pure Play Stocks and Implications for Hedging Decisions, Journal of Corporate Finance, 37, 131-152.
    • Jongha Lim, Berk Sensoy, and Michael S. Weisbach, Indirect Incentives of Hedge Fund Managers, Journal of Finance, 71 (2), 871-918, 2016.
    • Asli M. Arikan and René M. Stulz, Corporate Acquisitions, Diversification, and the Firm's Lifecycle, Journal of Finance, 71 (1), 139-194, 2016
    • Lee Pinkowitz, René M. Stulz, and Rohan Williamson, Do U.S. Firms Hold More Cash than Foreign Firms?, Review of Financial Studies, 29 (2), 309-348.
    • Yihui Pan, Tracy Yue Wang and Michael S. Weisbach, CEO Investment Cycles, Review of Financial Studies.



  • Working Papers

    Working papers and their respective abstracts can be viewed and downloaded from the Dice Center's working papers area:

    Working Papers