Big Broad Banks: How Does Cross-selling Affect Lending?, Yingjie Qi, Review of Finance, forthcoming. Link to SSRN.

How Integrated Are Credit and Equity Markets? Evidence from Index Options, Pierre Collin-Dufresne, Benjamin Junge, Anders B. Trolle, Journal of Finance, forthcoming. Link to SSRN. 

Misfortune and Mistake: The Financial Conditions and Decision-making Ability of High-Cost Loan Borrowers, Leandro Carvalho, Arna Olafsson, Daniel Silverman, Journal of Political Economy, forthcoming. Link to paper.


Debt Dynamics and Credit Risk, Peter Feldhütter, and Stephen Schaefer, Journal of Financial Economics, Vol. 149(3), pp. 497-535. DOI:

Is There a Replication Crisis in Finance? Theis Ingerslev Jensen, Bryan Kelly, and Lasse Heje PedersenJournal of Finance, Vol. 78(5), pp. 2465-2518. DOI:

Principal Portfolios, Bryan Kelly, Semyon Malamud, and Lasse Heje PedersenJournal of Finance, Vol. 78(1), pp. 347-387. DOI:


The page was last edited by: Department of Finance // 01/31/2024