Erik Loualiche - Home Page


Welcome to the home page of Erik Loualiche.


INFORMATION  |  RESEARCH  |  DATA/SOFTWARE  |  DISCUSSIONS  |  OTHER

I. CONTACT INFORMATION

   
  Address:
  Finance Group, Carlson School of Management
  321 19th Avenue South, 3-269
  Minneapolis, MN 55455

  Phone: +1 612 625 5679
  Email: eloualic at umn dot edu


  VITA:  Abridged  |  Longer version (pdf)


II. PUBLISHED PAPERS

  Buyout Activity: the Impact of Aggregate Discount Rates
  (with Valentin Haddad and Matthew Plosser; download the paper)
  Journal of Finance, February 2017, 72:1

  The Globalization Risk Premium
  (with Jean-Noël Barrot and Julien Sauvagnat; download the paper)
  Journal of Finance, October 2019, 74:5

  State and Local Government Employment in the COVID-19 Crisis
  (with Daniel Green; download the paper)
  Journal of Public Economics, January 2021, 193

  Asset Pricing with Entry and Imperfect Competition
  (Download the paper)
  Forthcoming at the Journal of Finance

  Import Competition and Household Debt
  (with Jean-Noël Barrot, Matthew Plosser, and Julien Sauvagnat; download the paper)
  Forthcoming at the Journal of Finance



III. WORKING PAPERS

  Bubbles and the Value of Innovation
  (with Valentin Haddad and Paul Ho; download the paper)
  Revise and Resubmit at the Journal of Financial Economics

  International Trade and the Risk in Bilateral Exchange Rates
  (with Ramin Hassan, Alexandre Pecora, and Colin Ward; download the paper)
  Revise and Resubmit at the Journal of Financial Economics

  Firm Networks in the Great Depression
  (with Chris Vickers and Nicolas L. Ziebarth; download the paper)

  The Case of the Disappearing Skewness
  (with Matthieu Gomez and Valentin Haddad; download the paper)
  
  How Competitive is the Stock Market?  
  Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing
  (with Valentin Haddad and Paul Huebner; download the paper)
  

IV. WORK IN PROGRESS

  Risk and Asset Composition
  (with Leonid Kogan and Dimitris Papanikolaou)



V. OTHER

  The Virtual Finance Workshop

  Discussions

  Data and Programs




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