- Speculation and the Bond market: An Empirical
No-Arbitrage Framework with Kris Nimark. Management Science, accepted
- Comparing Asset Pricing Models with Jay Shanken Journal of Finance, forthcoming
- Speculation and the Term Structure of Interest Rates with Kris Nimark. Review of Financial Studies, forthcoming
- Which Alpha? with Jay Shanken. Review of Financial Studies, 2017, 30(4): 1316-38
- Doubts or Variability? with Lars Peter Hansen and Thomas J. Sargent. Journal of Economic Theory, 2009, 144(6)
- A Generalization of the Endogenous Grid Method with Jesus Fernandez-Villaverde. Journal of Economics Dynamics and Control, 2007, 31
- Model Comparison with Sharpe Ratios with Raymond Kan, Cesare Robotti and Jay Shanken
- Can we Exploit Predictability in Bond Markets? revise and resubmit Review of Financial Studies
- Can Option Writers Manipulate Prices? Evidence
from Short Term Reversals with Jeff Busse and Breno Schmidt.
- How Important are Differential Expectations in Explaining Stock Trading Volume? with Joonki Noh and Kris Nimark.
- News Selection, Beliefs and Asset Prices with Kris Nimark
- Changing Beliefs About the Macroeconomy and Asset Prices
© Francisco Barillas 2017.