Papers

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Fintech Entry, Lending Market Competition, and Welfare

Zhiqiang Ye, Xavier Vives   Aug 01,2024

Working Paper No.00141-00

We study fintech entry and how it affects competition, investment, and welfare in a spatial model. We find that fintechs... Read More

The Rise of Factor Investing: Asset Market Implications and "Passive" Security Design

Douglas Xu, Shiyang Huang Lin William Cong (叢林)   Nov 21,2024

Working Paper No.00133-01

We model financial innovations such as Exchange-Traded Funds, smart beta products, and many index-based vehicles as composite securities (CSs) that... Read More

Production, Trade, and Cross-Border Data Flows

Qing Chang,Longtian Zhang,Liyong Wang, Lin William Cong (叢林)   Nov 21,2024

Working Paper No.00135-01

We build a tractable general equilibrium model to analyze the effects of cross-border data flows and pre-existing development gaps in... Read More

Cournot Competition, Informational Feedback, and Real Efficiency

Xiaohong Huang,Siguang Li,Jian Ni, Lin William Cong (叢林)   Nov 21,2024

Working Paper No.00143-00

We revisit the relationship between firm competition and real efficiency in a novel setting with informational feedback from financial markets.... Read More

Blockchain for Environmental Monitoring: Theory and Empirical Evidence from China

Yuanyu Qu,Guojun Wang, Lin William Cong (叢林)   Nov 21,2024

Working Paper No.00144-00

We present the first piece of empirical evidence on blockchain adoption for environmental monitoring. Using a staggered difference-in-difference (DID) framework,... Read More

Rules versus Disclosure: Prudential Regulation and Market Discipline

Satoshi Fukuda, Daniel Neuhann William Fuchs   Nov 22,2024

Working Paper No.00145-00

We study the joint design of two prominent micro-prudential policy tools: bank regulation that enforces operational standards via rules,... Read More

A Theory of Socially Responsible Investment

Marcus Opp , Martin Oehmke   Mar 27,2023

Working Paper No.00093-00

We characterize the conditions under which a socially responsible (SR) fund induces firms to reduce externalities, even when profit-seeking capital... Read More

Screening with Securities

Nicolas Figueroa, Nicolas Inostroza   Apr 26,2023

Working Paper No.00097-00

A liquidity-constrained asset owner designs an asset-backed security to raise funds from an informed liquidity supplier. Information insensitive securities reduce... Read More

Persuading Multiple Audiences: Strategic Complementarities and (Robust) Regulatory Disclosures

Nicolas Inostroza   Apr 26,2023

Working Paper No.00098-00

How much information about financial institutions' balance sheets should regulators pass on to the market? To minimize the probability of... Read More

Flow-Based Arbitrage Pricing Theory

Yu An   Apr 30,2023

Working Paper No.00099-00

I introduce a new approach, model, and definition for analyzing demand effects in asset pricing. My approach generalizes arbitrage pricing,... Read More