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Market Macrostructure: Institutions and Asset Prices

https://doi.org/10.2139/ssrn.5122153
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Liquidity and leverage
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Asset Fire Sales (and Purchases) in Equity Markets
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Intermediary asset pricing: New evidence from many asset classes
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Fintech, regulatory arbitrage, and the rise of shadow banks
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The Volcker Rule and corporate bond market making in times of stress
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Sustainable investing in equilibrium
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On index investing
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The Passive-Ownership Share Is Double What You Think It Is
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The Treasury Market in Spring 2020 and the Response of the Federal Reserve
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A Demand System Approach to Asset Pricing
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Information Aversion
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Exchange Rate Disconnect in General Equilibrium
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Asset Management Contracts and Equilibrium Prices
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Beyond the Balance Sheet Model of Banking: Implications for Bank Regulation and Monetary Policy
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Exchange Rates and Asset Prices in a Global Demand System
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A Quantity-Driven Theory of Term Premia and Exchange Rates
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International Liquidity and Exchange Rate Dynamics *
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Financial Crises and Risk Premia
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U.S. Monetary Policy and the Global Financial Cycle
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A Model of Capital and Crises
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Asset Insulators
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The Economics of the Fed Put
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When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response
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Intermediaries and Asset Prices: International Evidence since 1870
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The Equilibrium Consequences of Indexing
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Mutual Fund Liquidity Transformation and Reverse Flight to Liquidity
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Are Intermediary Constraints Priced?
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New Perspectives on Insurance
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Regulatory Limits to Risk Management
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Issuer Quality and Corporate Bond Returns
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Procyclical Leverage and Value-at-Risk
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Bond Supply and Excess Bond Returns
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Financial Market Dislocations
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ECB Policies Involving Government Bond Purchases: Impact and Channels
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Do Demand Curves for Stocks Slope Down?
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Presidential Address: The Cost of Active Investing
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Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
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Mobile Collateral versus Immobile Collateral
inferredcites →https://doi.org/10.1111/jofi.12032openalex-snapshot
The TIPS‐Treasury Bond Puzzle
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Presidential Address: Investment Noise and Trends
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Financial Intermediaries and the Cross‐Section of Asset Returns
inferredcites →https://doi.org/10.1111/jofi.12620openalex-snapshot
Deviations from Covered Interest Rate Parity
inferredcites →https://doi.org/10.1111/jofi.12696openalex-snapshot
Efficiently Inefficient Markets for Assets and Asset Management
inferredcites →https://doi.org/10.1111/jofi.12710openalex-snapshot
Presidential Address: Pension Policy and the Financial System
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Do ETFs Increase Volatility?
inferredcites →https://doi.org/10.1111/jofi.12949openalex-snapshot
The Banking View of Bond Risk Premia
inferredcites →https://doi.org/10.1111/jofi.13086openalex-snapshot
Do Intermediaries Matter for Aggregate Asset Prices?
inferredcites →https://doi.org/10.1146/annurev-financial-110217-022552openalex-snapshot
Financial Crises
inferredcites →https://doi.org/10.1146/annurev-financial-110217-022636openalex-snapshot
Intermediary Asset Pricing and the Financial Crisis
inferredcites →https://doi.org/10.1162/003355301556392openalex-snapshot
Institutional Investors and Equity Prices
inferredcites →https://doi.org/10.1257/aer.103.2.732openalex-snapshot
Intermediary Asset Pricing
inferredcites →https://doi.org/10.1257/aer.103.5.1728openalex-snapshot
Asset Prices and Institutional Investors
inferredcites →https://doi.org/10.1257/aer.104.2.379openalex-snapshot
A Macroeconomic Model with a Financial Sector
inferredcites →https://doi.org/10.1257/aeri.20210550openalex-snapshot
Understanding the Ownership Structure of Corporate Bonds
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How Debt Markets Have Malfunctioned in the Crisis
inferredcites →https://doi.org/10.1287/mnsc.2023.00836openalex-snapshot
Passive Ownership and Price Informativeness
inferredcites →https://doi.org/10.1353/eca.2011.0019openalex-snapshot
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy
inferredcites →https://doi.org/10.1353/eca.2024.a943918openalex-snapshot
The Evolution of Banking in the 21st Century: Evidence and Regulatory Implications
inferredcites →https://doi.org/10.1515/9783110673050openalex-snapshot
Fragmenting Markets
inferredcites →https://doi.org/10.2139/ssrn.1532319openalex-snapshot
Financial Intermediation, Asset Prices and Macroeconomic Dynamics
inferredcites →https://doi.org/10.2139/ssrn.3196068openalex-snapshot
The Impact of Pensions and Insurance on Global Yield Curves
inferredcites →https://doi.org/10.2139/ssrn.3725248openalex-snapshot
Passive Investing and Price Efficiency
inferredcites →https://doi.org/10.2139/ssrn.3909166openalex-snapshot
The Impact of Impact Investing
inferredcites →https://doi.org/10.2139/ssrn.3929359openalex-snapshot
Flow-Driven ESG Returns
inferredcites →https://doi.org/10.2139/ssrn.4229006openalex-snapshot
Inelastic Financial Markets and Foreign Exchange Interventions
inferredcites →https://doi.org/10.2139/ssrn.4454879openalex-snapshot
Whatever it Takes? The Impact of Conditional Policy Promises
inferredcites →https://doi.org/10.2139/ssrn.4616182openalex-snapshot
The Fickle and the Stable: Global Financial Cycle Transmission via Heterogeneous Investors
inferredcites →https://doi.org/10.3386/w28253openalex-snapshot
Passive Investing and the Rise of Mega-Firms
inferredcites →https://doi.org/10.3386/w33243openalex-snapshot
Granular Treasury Demand with Arbitrageurs
inferredcites →https://doi.org/10.3982/ecta11412openalex-snapshot
A Rational Theory of Mutual Funds' Attention Allocation
inferredcites →https://doi.org/10.3982/ecta17440openalex-snapshot
Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440)
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Dealer Capacity and U.S. Treasury Market Functionality
inferredcites →https://doi.org/10.7916/d8765r99openalex-snapshot
On the Impossibility of Informationally Efficient Markets
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