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All HBS Web
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- Faculty Publications (127)
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- February 2004
- Teaching Note
Williams, 2002 (TN)
By: Robin Greenwood
Teaching Note to (9-203-068).
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- November 2003
- Article
The Maturity of Debt Issues and Predictable Variation in Bond Returns
By: Malcolm Baker, Robin Greenwood and Jeffrey Wurgler
The maturity of new debt issues predicts excess bond returns. When the share of long-term debt issues in total debt issues is high, future excess bond returns are low. This predictive power comes in two parts. First, inflation, the real short-term rate, and the term...
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Keywords:
Borrowing and Debt;
Bonds;
Investment Return;
Financial Markets;
Forecasting and Prediction
Baker, Malcolm, Robin Greenwood, and Jeffrey Wurgler. "The Maturity of Debt Issues and Predictable Variation in Bond Returns." Journal of Financial Economics 70, no. 2 (November 2003): 261–291.
- December 2002 (Revised October 2013)
- Case
Williams, 2002
Williams, a Tulsa, Oklahoma-based firm in various energy businesses, must decide whether to accept a financing package offered by Berkshire Hathaway and Lehman Brothers. The proposed one-year credit facility would provide the firm with financial resources in a...
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Keywords:
Financial Management;
Crisis Management;
Credit;
Capital Structure;
Financial Strategy;
Financing and Loans;
Financial Instruments;
Energy Industry;
United States
Coval, Joshua, Robin Greenwood, and Peter Tufano. "Williams, 2002." Harvard Business School Case 203-068, December 2002. (Revised October 2013.)
- 2002
- Other Unpublished Work
The Maturity of Debt Issues and Predictable Variation in Bond Returns
By: Malcolm Baker, Robin Greenwood and Jeffrey Wurgler
The maturity of new debt issues predicts excess bond returns. When the share of long term debt issues in total debt issues is high, future excess bond returns are low. This predictive power comes in two parts. First, inflation, the real short-term rate, and the term...
View Details
Keywords:
Borrowing and Debt;
Bonds;
Investment Return;
Financial Markets;
Forecasting and Prediction
Baker, Malcolm, Robin Greenwood, and Jeffrey Wurgler. "The Maturity of Debt Issues and Predictable Variation in Bond Returns." 2002. (First draft in 2001.)
- Forthcoming
- Article
Reflexivity in Credit Markets
By: Robin Greenwood, Samuel G. Hanson and Lawrence J. Jin
Reflexivity is the idea that investors' biased beliefs affect market outcomes and that market outcomes in turn affect investors’ future biases. We develop a dynamic behavioral model of the credit cycle featuring this two-way feedback loop. Investors form beliefs about...
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Keywords:
Reflexivity
Greenwood, Robin, Samuel G. Hanson, and Lawrence J. Jin. "Reflexivity in Credit Markets." Journal of Finance (forthcoming).
- Forthcoming
- Article
Supply and Demand and the Term Structure of Interest Rates
By: Robin Greenwood, Samuel G. Hanson and Dimitri Vayanos
We survey the growing literature emphasizing the role that supply-and-demand forces play in shaping the term structure of interest rates. Our starting point is the Vayanos and Vila (2009, 2021) model of the term structure of default-free bond yields, which we present...
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Greenwood, Robin, Samuel G. Hanson, and Dimitri Vayanos. "Supply and Demand and the Term Structure of Interest Rates." Annual Review of Financial Economics (forthcoming).
- Forthcoming
- Article
The Disappearing Index Effect
By: Robin Greenwood and Marco Sammon
The abnormal return associated with a stock being added to the S&P 500 has fallen from an average
of 7.4% in the 1990s to 0.3% over the past decade. This has occurred despite a significant increase in the
share of stock market assets linked to the index. A similar...
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Greenwood, Robin, and Marco Sammon. "The Disappearing Index Effect." Journal of Finance (forthcoming).
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