Research – Frank Hawkins Kenan Institute of Private Enterprise

Up Next

ki-logo-white
Market-Based Solutions to Vital Economic Issues

SEARCH

ki-logo-white
Market-Based Solutions to Vital Economic Issues

Research

Robert A. Connolly, Associate Professor of Finance

Profile

The (Adverse) Incentive Effects of Competing with Superstars: A Reexamination of the Evidence

  • Working Paper

Cross-­Sectional Dynamics of REIT Market Efficiency

  • Working Paper

Tournament Qualification, Seeding and Selection Effciency: An Analysis of the PGA TOUR’s FedExCup

  • Working Paper

Intermediary Asset Pricing and the Nonlinear Relation between Volatility and the Equity Size Premium

  • Working Paper

Stock Market Uncertainty and the Stock-Bond Return Relation

  • Article

Macroeconomic Uncertainty and the Distant Forward-Rate Slope

  • Working Paper

The Dynamics of REIT Pricing Efficiency

  • Article

Subprime Mortgage Default in Minority Neighborhoods

  • Working Paper

Regime-Switching in Stock Index and Treasury Futures Returns and Measures of Stock Market Stress

  • Article

Equity Volatility as a Determinant of Future Term-­Structure Volatility

  • Article

What Really Happens During Flight to Safety: Evidence from Real Estate Markets

  • Working Paper

The Stock-­Bond Return Relation, the Term-­Structure’s Slope, and Asset­-Class Risk Dynamics

  • Article

Leverage Cycles in a Mature Asset Class: New Evidence from a Natural Laboratory

  • Working Paper

Changes in Inflation Expectations, Stock Returns, and the Economic State: A Signaling Role for Inflation?

  • Working Paper

Time-Varying Uncertainty, Precautionary Savings, and Treasury Yield Dynamics

  • Working Paper