Richard Stanton
Richard Stanton
Haas School of Business, U.C. Berkeley
Verified email at - Homepage
Cited by
Cited by
A nonparametric model of term structure dynamics and the market price of interest rate risk
R Stanton
Journal of Finance 52 (5), 1973-2002, 1997
Human capital, bankruptcy, and capital structure
JB Berk, R Stanton, J Zechner
Journal of Finance 65 (3), 891-926, 2010
Consumer-lending discrimination in the FinTech era
R Bartlett, A Morse, R Stanton, N Wallace
Journal of Financial Economics 143 (1), 30-56, 2022
Rational prepayment and the valuation of mortgage-backed securities
R Stanton
The Review of financial studies 8 (3), 677-708, 1995
Estimation of dynamic term structure models
GR Duffee, RH Stanton
Quarterly Journal of Finance 2 (02), 2012
A liquidity-based theory of closed-end funds
M Cherkes, J Sagi, R Stanton
The Review of Financial Studies 22 (1), 257-297, 2008
Managerial Ability, Compensation, and the Closed‐End Fund Discount
JB Berk, R Stanton
Journal of Finance 62 (2), 529-556, 2007
Mortgage choice: What's the point?
R Stanton, N Wallace
Real estate economics 26 (2), 173-205, 1998
The bear's lair: Index credit default swaps and the subprime mortgage crisis
R Stanton, N Wallace
The Review of Financial Studies 24 (10), 3250-3280, 2011
CMBS subordination, ratings inflation, and regulatory‐capital arbitrage
R Stanton, N Wallace
Financial Management 47 (1), 175-201, 2018
Pricing mortgage-backed securities in a multifactor interest rate environment: A multivariate density estimation approach
J Boudoukh, RF Whitelaw, M Richardson, R Stanton
Review of Financial Studies 10 (2), 405-446, 1997
An empirical test of a two‐factor mortgage valuation model: how much do house prices matter?
C Downing, R Stanton, N Wallace
Real Estate Economics 33 (4), 681-710, 2005
Optimal exercise of executive stock options and implications for firm cost
JN Carpenter, R Stanton, N Wallace
Journal of Financial Economics 98 (2), 315-337, 2010
Liquidity crises in the mortgage market
YS Kim, SM Laufer, R Stanton, N Wallace, K Pence
Brookings Papers on Economic Activity 2018 (1), 347-428, 2018
Mortgage markets with climate-change risk: Evidence from wildfires in california
P Issler, R Stanton, C Vergara-Alert, N Wallace
Available at SSRN 3511843, 2020
Pricing continuously resettled contingent claims
D Duffie, R Stanton
Journal of Economic Dynamics and Control 16 (3-4), 561-573, 1992
A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility
J Boudoukh, M Richardson, R Stanton, RF Whitelaw
Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle …, 2010
An empirical test of a contingent claims lease valuation model
R Stanton, N Wallace
Journal of Real Estate Research 31 (1), 1-26, 2009
The industrial organization of the U.S. residential mortgage market
R Stanton, J Walden, N Wallace
Annu. Rev. Financ. Econ. 6 (1), 259-288, 2014
Employee stock option exercise and firm cost
JN Carpenter, R Stanton, N Wallace
The Journal of Finance 74 (3), 1175-1216, 2019
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