GSB Logo

Selected Bibliography for Pietro Veronesi
Roman Family Professor of Finance and Robert King Steel Faculty Fellow



Accessing Articles
Published Works | Working Papers

Published Works  

"Investors' and Central Bank's Uncertainty Embedded in Index Options." Alexander David and Pietro Veronesi; Review of Financial Studies, 2014, 27(6), pp. 1661-716.
http://dx.doi.org/10.1093/rfs/hhu024

"What Ties Return Volatilities to Price Valuations and Fundamentals?" Alexander David and Pietro Veronesi; Journal of Political Economy, 2013, 121(4), pp. 682-746.
http://www.jstor.org/stable/10.1086/671799

"Political Uncertainty and Risk Premia." Lubos Pastor and Pietro Veronesi; Journal of Financial Economics, 2013, 110(3), pp. 520-45.
http://dx.doi.org/10.1016/j.jfineco.2013.08.007

"Uncertainty About Government Policy and Stock Prices." Luboš Pástor and Pietro Veronesi; The Journal of Finance, 2012, 67(4), pp. 1219-64.
http://dx.doi.org/10.1111/j.1540-6261.2012.01746.x

"Stock-Based Compensation and CEO (Dis)Incentives*." Efraim Benmelech, Eugene Kandel and Pietro Veronesi; Quarterly Journal of Economics, 2010, 125(4), pp. 1769-820.
http://www.mitpressjournals.org/doi/abs/10.1162/qjec.2010.125.4.1769

"Habit Formation, the Cross Section of Stock Returns and the Cash-Flow Risk Puzzle." Tano Santos and Pietro Veronesi; Journal of Financial Economics, 2010, 98(2), pp. 385-413.
http://dx.doi.org/10.1016/j.jfineco.2010.05.003

"Paulson's Gift." Pietro Veronesi and Luigi Zingales; Journal of Financial Economics, 2010, 97(3), pp. 339-68.
http://dx.doi.org/10.1016/j.jfineco.2010.03.011

"Technological Revolutions and Stock Prices." Luboš Pástor and Pietro Veronesi; American Economic Review, 2009, 99(4), pp. 1451-83.
http://dx.doi.org/10.1257/aer.99.4.1451

"Learning in Financial Markets." Lubos Pastor and Pietro Veronesi; Annual Review of Financial Economics, 2009, 1(1), pp. 361-81.
http://dx.doi.org/10.1146/annurev.financial.050808.114428

"Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability." Lubos Pastor, Lucian A. Taylor and Pietro Veronesi; Review of Financial Studies, 2009, 22(8), pp. 3005-46.
http://rfs.oxfordjournals.org/cgi/content/abstract/22/8/3005

"Was There a Nasdaq Bubble in the Late 1990s?" Ľuboš Pástor and Pietro Veronesi; Journal of Financial Economics, 2006, 81(1), pp. 61-100.
http://dx.doi.org/10.1016/j.jfineco.2005.05.009

"Labor Income and Predictable Stock Returns." Tano Santos and Pietro Veronesi; Review of Financial Studies, 2006, 19(1), pp. 1-44.
http://rfs.oxfordjournals.org/cgi/content/abstract/19/1/1

"Rational IPO Waves." Luboš Pástor and Pietro Veronesi; Journal of Finance, 2005, 60(4), pp. 1713.
http://dx.doi.org/10.1111/j.1540-6261.2005.00778.x

"The Peso Problem Hypothesis and Stock Market Returns." Pietro Veronesi; Journal of Economic Dynamics and Control, 2004, 28(4), pp. 707-25.
http://dx.doi.org/10.1016/S0165-1889(03)00041-1

"Understanding Predictability." Lior Menzly, Tano Santos and Pietro Veronesi; Journal of Political Economy, 2004, 112(1), pp. 1-47.
http://dx.doi.org/10.1086/379934

"Stock Valuation and Learning About Profitability." Lubos Pástor and Pietro Veronesi; Journal of Finance, 2003, 58(5), pp. 1749-89.
http://dx.doi.org/10.1111/1540-6261.00587

"Rational Panics and Stock Market Crashes." Gadi Barlevy and Pietro Veronesi; Journal of Economic Theory, 2003, 110(2), pp. 234-63.
http://dx.doi.org/10.1016/S0022-0531(03)00039-5

"Discussion of "Sidelined Investors, Trading-Generated News, and Security Returns "." Pietro Veronesi; Review of Financial Studies, 2002, 15(2), pp. 649-54.
http://dx.doi.org/10.1093/rfs/15.2.649

"Information Acquisition in Financial Markets." Gadi Barlevy and Pietro Veronesi; Review of Economic Studies, 2000, 67(1), pp. 79-90.
http://links.jstor.org/sici?sici=0034-6527%28200001%2967%3A1%3C79%3AIAIFM%3E2.0.CO%3B2-8

"How Does Information Quality Affect Stock Returns?" Pietro Veronesi; Journal of Finance, 2000, 55(2), pp. 807-37.
http://links.jstor.org/sici?sici=0022-1082%28200004%2955%3A2%3C807%3AHDIQAS%3E2.0.CO%3B2-S

"Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model." Pietro Veronesi; Review of Financial Studies, 1999, 12(5), pp. 975-1007.
http://links.jstor.org/sici?sici=0893-9454%28199924%2912%3A5%3C975%3ASMOTBN%3E2.0.CO%3B2-A

"Lexicographic Rationality Orderings and Iterative Weak Dominance," Pietro Veronesi, in P. Battigalli, A. Montesano and F. Panunzi: Decisions, Games and Markets. Studies in Risk and Uncertainty. Boston; Dordrecht and London: Kluwer Academic, 1997, pp. 125-47

Stock Market Volatility in Regime Shift Models; Pietro Veronesi; Ph.D. Dissertation, Harvard University, 1997.
http://proquest.umi.com/pqdweb?did=740048061&sid=1&Fmt=2&clientId=13392&RQT=309&VName=PQD

"A Note on Stochastic Independence without Savage-Null Events." Pierpaolo Battigalli and Pietro Veronesi; Journal of Economic Theory, 1996, 70(1), pp. 235-48.
http://dx.doi.org/10.1006/jeth.1996.0083

Working Papers  

Political Uncertainty and Risk Premia; Lubos Pastor and Pietro Veronesi; NBER Working Paper Series  No. 17464; Cambridge: National Bureau of Economic Research, 2011.
http://www.nber.org/papers/w17464

Uncertainty About Government Policy and Stock Prices; Lubos Pastor and Pietro Veronesi; NBER Working Paper Series No. 16128; Cambridge: National Bureau of Economic Research, 2010.
http://www.nber.org/papers/w16128

Paulson's Gift; Pietro Veronesi and Luigi Zingales; NBER Working Paper Series No. 15458; Cambridge: National Bureau of Economic Research 2009.
http://www.nber.org/papers/w15458

Learning in Financial Markets; Ľuboš Pástor and Pietro Veronesi; NBER Working Paper Series No. 14646; Cambridge: National Bureau of Economic Research, 2009.
http://www.nber.org/papers/w14646

Stock-Based Compensation and CEO (Dis)Incentives; Efraim Benmelech, Eugene Kandel and Pietro Veronesi; NBER Working Paper Series no. 13732; Cambridge: National Bureau of Economic Research, 2008.
http://www.nber.org/papers/w13732

Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability; Lubos Pastor, Lucian Taylor and Pietro Veronesi; NBER working paper series ; no. w12792; Cambridge, Mass.: National Bureau of Economic Research, 2006.
http://www.nber.org/papers/w12792

Technological Revolutions and Stock Prices; Lubos Pastor and Pietro Veronesi; NBER working paper series ; no. w11876; Cambridge, Mass.: National Bureau of Economic Research, 2005.
http://www.nber.org/papers/w11876

Cash-Flow Risk, Discount Risk, and the Value Premium; Tano Santos and Pietro Veronesi; NBER working paper series no. w11816; Cambridge, Mass.: National Bureau of Economic Research, 2005.
http://www.nber.org/papers/w11816

Conditional Betas; Tano Santos and Pietro Veronesi; NBER working paper series no. 10413.; Cambridge: National Bureau of Economic Research, 2004.
http://www.nber.org/papers/W10413

Was There a NASDAQ Bubble in the Late 1990s?; Lubos Pástor and Pietro Veronesi; NBER working paper series ;; no. 10581;; Cambridge: National Bureau of Economic Research, 2004.
http://www.nber.org/papers/w10581

Stock Prices and IPO Waves; Lubos Pástor and Pietro Veronesi; NBER working paper series no. 9858.; Cambridge: National Bureau of Economic Research, 2003.
http://www.nber.org/papers/W9858

The Time Series of the Cross Section of Asset Prices; Lior Menzly, Tano Santos and Pietro Veronesi; NBER working paper series no. 9217; Cambridge: National Bureau of Economic Research, 2002.
http://www.nber.org/papers/W9217

Stock Valuation and Learning About Profitability; Lubos Pástor and Pietro Veronesi; NBER working paper series no. 8991.; Cambridge: National Bureau of Economic Research, 2002.
http://papers.nber.org/papers/W8991

Labor Income and Predictable Stock Returns; Tano Santos and Pietro Veronesi; NBER working paper series no. 8309; Cambridge: National Bureau of Economic Research, 2001.
http://www.nber.org/papers/W8309

Belief-Dependent Utilities, Aversion to State-Uncertainty and Asset Prices; Pietro Veronesi; CEPR Discussion Papers: no. 2965; London: Centre for Economic Policy Research, 2001.
www.cepr.org/pubs/dps/DP2965.asp

Option Prices with Uncertain Fundamentals : Theory and Evidence on the Dynamics of Implied Volatilities; Alexander David and Pietro Veronesi; Finance and economics discussion series 1999-47;; Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, 1999.
http://www.federalreserve.gov/pubs/feds/1999/199947/199947abs.html

Accessing Linked Articles  

Links to articles are, in most cases, to University of Chicago subscription databases. University of Chicago users who are off-campus will need to use IT Services' ProxyIt bookmarklet to authenticate themselves as authorized users. Vistors to our site may be able to get access through a local library; contact your local library for assistance.