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Richard Stanton - Publications

Affiliations: 
Business Administration, Ph.D. Program University of California, Berkeley, Berkeley, CA, United States 
Area:
General Business Administration, Finance
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26 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2019 Carpenter JN, Stanton R, Wallace N. Employee Stock Option Exercise and Firm Cost Journal of Finance. 74: 1175-1216. DOI: 10.1111/Jofi.12752  0.34
2019 Jaffee D, Stanton R, Wallace N. Energy Factors, Leasing Structure and the Market Price of Office Buildings in the U.S. Journal of Real Estate Finance and Economics. 59: 329-371. DOI: 10.1007/S11146-018-9676-X  0.44
2018 Kim YS, Laufer SM, Pence K, Stanton R, Wallace N. Liquidity Crises in the Mortgage Market Social Science Research Network. 2018. DOI: 10.17016/Feds.2018.016R1  0.354
2018 Stanton R, Wallace N. CMBS Subordination, Ratings Inflation, and Regulatory‐Capital Arbitrage Financial Management. 47: 175-201. DOI: 10.1111/Fima.12183  0.404
2018 Stanton R, Walden J, Wallace N. Mortgage Loan Flow Networks and Financial Norms Review of Financial Studies. 31: 3595-3642. DOI: 10.1093/Rfs/Hhx097  0.328
2014 Stanton R, Walden J, Wallace N. The industrial organization of the US residential mortgage market Annual Review of Financial Economics. 6: 259-288. DOI: 10.1146/Annurev-Financial-110613-034324  0.379
2013 Hunt JP, Stanton R, Wallace N. Rebalancing Public and Private in the Law of Mortgage Transfer The American University Law Review. 62: 2. DOI: 10.2139/Ssrn.2117555  0.353
2012 Parlour CA, Stanton R, Walden J. Financial Flexibility, Bank Capital Flows, and Asset Prices Journal of Finance. 67: 1685-1722. DOI: 10.1111/J.1540-6261.2012.01770.X  0.449
2011 Stanton R, Wallace N. The Bear's Lair: Index Credit Default Swaps and the Subprime Mortgage Crisis Review of Financial Studies. 24: 3250-3280. DOI: 10.2139/Ssrn.1434686  0.41
2011 Parlour CA, Stanton R, Walden J. Revisiting asset pricing puzzles in an exchange economy Review of Financial Studies. 24: 629-674. DOI: 10.1093/Rfs/Hhq130  0.452
2010 Berk JB, Stanton R, Zechner J. Human capital, bankruptcy, and capital structure Journal of Finance. 65: 891-926. DOI: 10.1111/J.1540-6261.2010.01556.X  0.412
2010 Carpenter JN, Stanton R, Wallace N. Optimal Exercise of Executive Stock Options and Implications for Firm Cost Journal of Financial Economics. 98: 315-337. DOI: 10.1016/J.Jfineco.2010.06.003  0.39
2009 Cherkes M, Sagi JS, Stanton R. A Liquidity-Based Theory of Closed-End Funds Review of Financial Studies. 22: 257-297. DOI: 10.1093/Rfs/Hhn028  0.399
2007 Berk JB, Stanton R. Managerial ability, compensation, and the closed-end fund discount Journal of Finance. 62: 529-556. DOI: 10.1111/J.1540-6261.2007.01216.X  0.336
2005 Downing C, Stanton R, Wallace NE. An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter? Real Estate Economics. 33: 681-710. DOI: 10.2139/Ssrn.445540  0.454
2004 Berk JB, Stanton R. A Rational Model of the Closed-End Fund Discount National Bureau of Economic Research. DOI: 10.3386/W10412  0.361
2003 Downing C, Stanton R, Wallace N. An empirical test of a two-factor mortgage valuation model: how much do house prices matter? Social Science Research Network. 2003: 1-40. DOI: 10.17016/Feds.2003.42  0.454
1999 Boudoukh J, Richardson MP, Stanton R, Whitelaw R. A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility National Bureau of Economic Research. DOI: 10.2139/Ssrn.171050  0.311
1999 Stanton R, Wallace N. Anatomy of an ARM: The Interest-Rate Risk of Adjustable-Rate Mortgages Journal of Real Estate Finance and Economics. 19: 49-67. DOI: 10.1023/A:1007731313458  0.352
1998 Stanton R, Wallace N. Mortgage Choice: What's the Point? Real Estate Economics. 26: 173-205. DOI: 10.1111/1540-6229.00743  0.383
1997 Stanton R. A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk Journal of Finance. 52: 1973-2002. DOI: 10.1111/J.1540-6261.1997.Tb02748.X  0.405
1997 Boudoukh J, Richardson MP, Stanton R, Whitelaw R. Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach Review of Financial Studies. 10: 405-446. DOI: 10.1093/Rfs/10.2.405  0.42
1995 Boudoukh J, Richardson MP, Stanton R, Whitelaw R. A New Strategy for Dynamically Hedging Mortgage-Backed Securities Journal of Derivatives. 2: 60-77. DOI: 10.3905/Jod.1995.407919  0.377
1995 Stanton R, Wallace N. ARM Wrestling: Valuing Adjustable Rate Mortgages Indexed to the Eleventh District Cost of Funds Real Estate Economics. 23: 311-345. DOI: 10.1111/1540-6229.00667  0.393
1995 Stanton R. Rational Prepayment and the Valuation of Mortgage-Backed Securities Review of Financial Studies. 8: 677-708. DOI: 10.1093/Rfs/8.3.677  0.407
1992 Duffie D, Stanton R. Pricing continuously resettled contingent claims Journal of Economic Dynamics and Control. 16: 561-573. DOI: 10.1016/0165-1889(92)90049-K  0.44
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