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- All HBS Web (82)
- Faculty Publications (16)
Show Results For
- All HBS Web (82)
- Faculty Publications (16)
- 23 Jan 2018
- First Look
First Look at New Research and Ideas, January 23, 2018
Review of Financial Studies Structural GARCH: The Volatility-Leverage Connection By: Engle, Robert F., and Emil N. Siriwardane Abstract—During the financial crisis, financial firm leverage and volatility both rose dramatically.... View Details
Keywords: Sean Silverthorne
- 27 May 2009
- First Look
First Look: May 27, 2009
Working PapersThe Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment Authors:Jason Beeler and John Y. Campbell Abstract The long-run risks model of asset prices explains stock price variation as a response to persistent fluctuations in the mean... View Details
Keywords: Martha Lagace
- 21 Oct 2013
- Research & Ideas
Missing the Wave in Ship Transport
bulk carriers called the 76,000 DWT (deadweight tonnes) Panamax. Using earnings and secondhand prices between 1976 and 2011, they computed the ships' return on investment. Swells And Troughs The researchers found that earnings were quite View Details
- 01 Apr 1998
- News
Short Takes
Be Flexible In today's competitive and volatile business environment, depending on forecasting as the basis for planning and strategy has become a particularly risky way to operate. Especially vulnerable are manufacturing projects that... View Details
Keywords: Garry Emmons and Caroline Chauncey
- 15 Jul 2008
- First Look
First Look: July 15, 2008
Working PapersInvestable Tax Credits: The Case of the Low Income Housing Tax Credit Authors:Mihir A. Desai, Dhammika Dharmapala, and Monica Singhal Abstract The Low Income Housing Tax Credit (LIHTC)... View Details
Keywords: Martha Lagace
- 24 Sep 2013
- First Look
First Look: September 24
macro components. The micro component comes from the selection of low beta stocks. The macro component comes from the selection of low beta countries or industries. The two parts both contribute to the View Details
Keywords: Sean Silverthorne
- 16 Jan 2014
- Research & Ideas
Resolving Patent Disputes that Impede Innovation
prompted a new research paper that starts to investigate ways to make these patents less volatile and more efficient—and makes the case for increased government involvement. "Standards are ubiquitous and necessary," says Josh... View Details
- 19 May 2015
- First Look
First Look: May 19
decreased volatility of supply shocks and increased volatility of the Fed's long-run inflation target. Endogenous responses of bond risk premia amplify these effects of monetary policy on bond risks.... View Details
Keywords: Sean Silverthorne
- 25 Aug 2022
- News
Full Stream Ahead
multistrategy firm focused on investment in the entertainment and media space, says that when interest rates are as low as they were for the last decade, “investors start looking for places to pick up returns that feel safe but also have... View Details
- 06 Feb 2006
- What Do You Think?
Should CEOs of Public Companies Offer Earnings Guidance?
an average -3.6 percent three-day return around the announcement to stop guidance. . . . After the elimination of guidance, stock prices lead earnings less, but there is no change in overall stock return volatility or analyst attention.... View Details
- 03 Jun 2020
- Research & Ideas
Who Guarantees Your Workplace Is Safe for Return?
healthy buildings tools in fighting viruses and maintaining health. Temperature and humidity can have significant impact on disease transmission. Most people associate low humidity with the winter, but improperly tuned air conditioning... View Details
- 29 Sep 2003
- Research & Ideas
Why Managing Innovation is Like Theater
destination in advance. Whether you're designing a new product, running a business in volatile conditions, operating a process that might encounter unforeseen inputs, or just trying to figure out what to do with your life, the journey... View Details
Keywords: by Rob Austin & Lee Devin
- 06 Dec 2021
- Research & Ideas
The Popular Stock Metric That Can Lead Investors Astray
What if a bedrock method that investors have relied on for decades to find cheap-but-promising stocks to buy low and sell high no longer works well? The book-to-market ratio has been used since at least the Great Depression to identify... View Details
Keywords: by Rachel Layne
- 09 May 2000
- Research & Ideas
Stock Options Are Not All Created Equal
take into account such factors as the number of years until the option expires, prevailing interest rates, the volatility of the stock price, and the stock's dividend rate. Fixed value plans are popular today. That's not because they're... View Details
Keywords: by Brian Hall
- 28 Oct 2014
- First Look
First Look: October 28
endogenous investment response of their competitors. As a result, firms overpay for ships and overinvest in booms and are disappointed by the subsequent low returns. Formal estimation of the model suggests that modest expectational errors... View Details
Keywords: Carmen Nobel
- 01 Dec 2002
- News
Mary Callahan Erdoes
7 percent, with lots of appreciation on top of that. Do you have concerns about Japanlike deflation in the United States? Some fear that with a very low inflation rate of 1.5 percent, the United States is in danger of following Japan into... View Details
Keywords: Deborah Blagg
- 12 Jun 2018
- First Look
New Research and Ideas, June 12, 2018
https://www.hbs.edu/faculty/Pages/item.aspx?num=54565 Governance Through Shame and Aspiration: Index Creation and Corporate Behavior By: Chattopadhyay, Akash, Matthew D. Shaffer, and Charles C.Y. Wang Abstract—After decades of both deprioritizing shareholders' economic... View Details
Keywords: Dina Gerdeman
- 06 Nov 2006
- Research & Ideas
How South Africa Challenges Our Thinking on FDI
Most of that section is to generate class discussion, because the reason that developing countries want FDI is because there is more investment occurring in a country than there is domestic savings, so foreign savings is needed to fill the gap. Once you have a View Details
Keywords: by Martha Lagace
- 19 Sep 2011
- Research & Ideas
Doomsday Coming for Catastrophic Risk Insurers?
little exposure to today's volatile equity markets. "In fact," he continues, "reinsurance stocks are plummeting also. They get contaminated by the equity market even though their underwriting returns continue apace."... View Details
- 26 Jun 2018
- First Look
New Research and Ideas, June 26, 2018
https://www.hbs.edu/faculty/Pages/item.aspx?num=54598 Governance Through Shame and Aspiration: Index Creation and Corporate Behavior By: Chattopadhyay, Akash, Matthew D. Shaffer, and Charles C.Y. Wang Abstract—After decades of both de-prioritizing shareholders'... View Details
Keywords: Dina Gerdeman