Research Support
The Program for Financial Studies employs research coordinators and research computing specialists. These researchers work closely with faculty on all aspects of the research process including the collection and manipulation of data, the development of models and empirical analysis, the development of teaching and presentation material, and case development. Specific expertise includes familiarity with the following:
- All widely used research databases and sources ( e.g., CRSP, COMPUSTAT, Bloomberg, Datastream, Factiva, etc.)
- Statistical and mathematical programming packages such as Matlab, SAS, and STATA
- Programming languages such as C/C++, Fortran, python, pearl, etc.
- The research computing environment at Columbia Business School, including both the Unix server and PC environments
Support from the research coordinators and computing specialists has enabled faculty members to tackle research projects that involve intensive data collection and screening, including the development of automatic methods for scouring the Web for information, and computationally intensive optimization and simulation methods.
Research Supported by the Program for Financial Studies includes:
Andrew Ang
Risk, Returns and Optimal Holdings of Private Equity: A Survey of Existing Approaches
Nominal Bonds, Real Bonds, and Equity
Regime Changes and Financial Markets
Inflation and Individual Equities
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe
Testing Conditional Factor Models
Geert Bekaert
Global Crises and Equity Market Contagion
Risk, Uncertainty and Monetary Policy
The European Union, the Euro, and Equity Market Integration
Moshe Cohen
Pierre Collin-Dufresne
The Determinants of the CDS-Bond Basis During the Financial Crisis of 2007-2009
Endogenous Dividend Dynamics and the Term Structure of Dividend Strips
Parameter Learning in General Equilibrium: The Asset Pricing Implications
Insider Trading, Stochastic Liquidity and Equilibrium Prices
Do Prices Reveal the Presence of Informed Trading
Modeling Credit Contagion via the Updating of Fragile Beliefs
Amit Khandelwal
Trade Liberalization and Embedded Institutional Reform: Evidence from Chinese Exporters
Enrichetta Ravina
Risk Aversion and Wealth: Evidence from Person-to-Person Lending Portfolios
Morten Sorensen
Risk, Returns and Optimal Holdings of Private Equity: A Survey of Existing Approaches
Risk and Return Characteristics of Venture Capital-Backed Entrepreneurial Companies
Paul Tetlock
All the News That’s Fit to Reprint: Do Investors React to Stale Information?
Maxim Ulrich
How does the Bond Market Perceive Government Interventions?
Observable Long-Run Ambiguity and Long-Run Risk
