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Vassalou, Maria's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
8,547 |
Total
Citations
1,146 |
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1.
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Default Risk in Equity Returns
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Vassalou, Maria Centre for Economic Policy Research (CEPR) Xing, Yuhang Rice University
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Posted:
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21 Jan 02
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Last Revised:
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20 Jul 03
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1,537
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291
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Vassalou, Maria Centre for Economic Policy Research (CEPR) Xing, Yuhang Rice University
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default risk, equities, Merton's (1974) model, size and book-to-market effects
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Vassalou, Maria Centre for Economic Policy Research (CEPR) Xing, Yuhang Rice University
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1,537
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291
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default risk, equities, Merton's (1974) model, size and book-to-market effects
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2.
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Can Book-to-Market, Size, and Momentum be Risk Factors that Predict Economic Growth?
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Liew, Jim Kyung-Soo Johns Hopkins University - Carey Business School Vassalou, Maria Centre for Economic Policy Research (CEPR)
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Posted:
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18 Apr 99
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Last Revised:
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26 Mar 01
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1,497
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194
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Liew, Jim Kyung-Soo Johns Hopkins University - Carey Business School Vassalou, Maria Centre for Economic Policy Research (CEPR)
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Liew, Jim Kyung-Soo Johns Hopkins University - Carey Business School Vassalou, Maria Centre for Economic Policy Research (CEPR)
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1,497
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3.
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Cooper, Michael J. University of Utah - David Eccles School of Business Gulen, Huseyin Purdue University - Krannert School of Management Vassalou, Maria Centre for Economic Policy Research (CEPR)
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835
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11
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4.
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An Investment-Growth Asset Pricing Model
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Li, Qing Columbia University - Columbia Business School Vassalou, Maria Centre for Economic Policy Research (CEPR) Xing, Yuhang Rice University
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Posted:
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21 Jul 01
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Last Revised:
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13 Dec 01
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818
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10
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Li, Qing Columbia University - Columbia Business School Vassalou, Maria Centre for Economic Policy Research (CEPR) Xing, Yuhang Rice University
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28
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GMM
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Li, Qing Columbia University - Columbia Business School Vassalou, Maria Centre for Economic Policy Research (CEPR) Xing, Yuhang Rice University
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790
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Asset pricing, Investment growth
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5.
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Sharpe Ratios and Alphas in Continuous Time
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Nielsen, Lars Tyge affiliation not provided to SSRN Vassalou, Maria Centre for Economic Policy Research (CEPR)
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Posted:
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15 Jul 03
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Last Revised:
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31 Aug 09
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652
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Nielsen, Lars Tyge affiliation not provided to SSRN Vassalou, Maria Centre for Economic Policy Research (CEPR)
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15 Jul 03
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31 Aug 09
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Sharpe ratio, Jensen's alpha, performance evaluation, dynamic portfolio management
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Nielsen, Lars Tyge affiliation not provided to SSRN Vassalou, Maria Centre for Economic Policy Research (CEPR)
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652
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4
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Sharpe ratio, Jensen's alpha, performance evaluation, dynamic portfolio management
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6.
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Vassalou, Maria Centre for Economic Policy Research (CEPR) Xing, Yuhang Rice University
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613
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88
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default risk, Merton's (1974) model, abnormal equity returns, credit rating downgrades/upgrades, size, book-to-market
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7.
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Exchange Rate and Foreign Inflation Risk Premiums in Global Equity Returns
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Vassalou, Maria Centre for Economic Policy Research (CEPR)
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Posted:
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22 Feb 00
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Last Revised:
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26 Mar 01
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577
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107
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Vassalou, Maria Centre for Economic Policy Research (CEPR)
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Vassalou, Maria Centre for Economic Policy Research (CEPR)
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8.
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Vassalou, Maria Centre for Economic Policy Research (CEPR)
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567
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164
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Asset Pricing, News, Future GDP, GMM
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9.
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Vassalou, Maria Centre for Economic Policy Research (CEPR) Chen, Jing Columbia University - Columbia Business School Zhou, Lihong Columbia University - Columbia Business School
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454
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78
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Liquidity, Default, Equity Returns
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10.
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Vassalou, Maria Centre for Economic Policy Research (CEPR) Apedjinou, Kodjo Columbia University - Graduate School of Business
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388
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5
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Corporate innovation, earnings surprises, price momentum, reversals
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11.
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Hodrick, Robert J. Columbia Business School - Finance and Economics Vassalou, Maria Centre for Economic Policy Research (CEPR)
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300
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4
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12.
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The Instantaneous Capital Market Line
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Nielsen, Lars Tyge affiliation not provided to SSRN Vassalou, Maria Centre for Economic Policy Research (CEPR)
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Posted:
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30 May 05
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Last Revised:
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11 Mar 06
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248
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14
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Nielsen, Lars Tyge affiliation not provided to SSRN Vassalou, Maria Centre for Economic Policy Research (CEPR)
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0
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Portfolio optimization, incomplete markets, capital market line, mutual fund separation
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Nielsen, Lars Tyge affiliation not provided to SSRN Vassalou, Maria Centre for Economic Policy Research (CEPR)
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248
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14
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Portfolio optimization, incomplete markets, capital market line, mutual fund separation.
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13.
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News Related to Future GDP Growth as a Risk Factor in Equity Returns
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Vassalou, Maria Centre for Economic Policy Research (CEPR)
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Posted:
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30 Nov 01
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Last Revised:
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24 Apr 02
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31
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170
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Vassalou, Maria Centre for Economic Policy Research (CEPR)
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0
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asset pricing, news, future GDP, GMM
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Vassalou, Maria Centre for Economic Policy Research (CEPR)
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31
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170
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Asset pricing, news, future GDP, GMM
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14.
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Hodrick, Robert J. Columbia Business School - Finance and Economics Vassalou, Maria Centre for Economic Policy Research (CEPR)
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30
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6
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Exchange rates, interest rates, bond returns, multi-country models
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15.
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Vassalou, Maria Centre for Economic Policy Research (CEPR)
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16.
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Vassalou, Maria Centre for Economic Policy Research (CEPR)
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