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Dittmar, Robert F.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
6,375 |
Total
Citations
395 |
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1.
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Dittmar, Amy K.
University of Michigan at Ann Arbor - Stephen M. Ross School of Business Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business
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1,093
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26
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payout policy, repurchases, dividends, earnings cointegration
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2.
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Ahn, Dong-Hyun
University of North Carolina at Chapel Hill Conrad, Jennifer S.
University of North Carolina Kenan-Flagler Business School Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business
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794
(13,311)
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27
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3.
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Dittmar, Amy K.
University of Michigan at Ann Arbor - Stephen M. Ross School of Business Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business
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769
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6
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Repurchase, market timing, distribution policy
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4.
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Quadratic Term Structure Models: Theory and Evidence
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Ahn, Dong-Hyun
University of North Carolina at Chapel Hill Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business Gallant, A. Ronald
Duke University - Fuqua School of Business, Economics Group
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Posted:
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01 May 00
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Last Revised:
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18 Jan 06
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752
(14,429)
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100
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Ahn, Dong-Hyun
University of North Carolina at Chapel Hill Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business Gallant, A. Ronald
Duke University - Fuqua School of Business, Economics Group
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0
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Asset Pricing - Theoretical, Asset Pricing - Empirical, Term Structure of Interest Rates - Theoretical, Term Structure of Interest Rates - Empirical
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Ahn, Dong-Hyun
University of North Carolina at Chapel Hill Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business Gallant, A. Ronald
Duke University - Fuqua School of Business, Economics Group
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752
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100
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5.
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Conrad, Jennifer S.
University of North Carolina Kenan-Flagler Business School Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business Ghysels, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
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637
(18,349)
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34
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Skewness, kurtosis, co-skewness, stochastic discount factors
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6.
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Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business Kaul, Gautam
Stephen M. Ross School of Business at the University of Michigan Lei, Qin
Southern Methodist University - Edwin L. Cox School of Business
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437
(30,444)
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3
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7.
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Bansal, Ravi
Duke University and NBER Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business Lundblad, Christian T.
University of North Carolina Kenan-Flagler Business School
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428
(31,265)
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138
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Asset Pricing Theory, Asset Pricing - Empirical, Asset Pricing - Equilibrium Models
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8.
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Bansal, Ravi
Duke University and NBER Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business Kiku, Dana
University of Pennsylvania - The Wharton School
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395
(34,593)
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3
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9.
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Bansal, Ravi
Duke University and NBER Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business Lundblad, Christian T.
University of North Carolina Kenan-Flagler Business School
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359
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4
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10.
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Ahn, Dong-Hyun
University of North Carolina at Chapel Hill Conrad, Jennifer S.
University of North Carolina Kenan-Flagler Business School Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business
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339
(41,771)
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15
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11.
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Conrad, Jennifer S.
University of North Carolina Kenan-Flagler Business School Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business Hameed, Allaudeen
National University of Singapore (NUS) - Department of Finance
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189
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1
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CDS, options,default probabilities, recovery
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12.
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Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business Yuan, Kathy
London School of Economics - Department of Finance
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110
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1
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Liquidity, benchmark, sovereign bond, corporate bond, emerging market
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13.
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Delikouras, Stefanos
University of Michigan at Ann Arbor Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business
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51
(198,826)
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Asset pricing, Investment, q-theory
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14.
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Cointegration and Consumption Risks in Asset Returns
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Bansal, Ravi
Duke University and NBER Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business Kiku, Dana
University of Pennsylvania - The Wharton School
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Posted:
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27 Jun 07
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Last Revised:
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08 Dec 11
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22
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36
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Bansal, Ravi
Duke University and NBER Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business Kiku, Dana
University of Pennsylvania - The Wharton School
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0
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G1, G12
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Bansal, Ravi
Duke University and NBER Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business Kiku, Dana
University of Pennsylvania - The Wharton School
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36
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15.
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Ahn, Dong-Hyun
Seoul National University - School of Economics Conrad, Jennifer S.
University of North Carolina Kenan-Flagler Business School Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business
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C10, G11
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16.
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Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business Yuan, Kathy
London School of Economics - Department of Finance
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G10, G12, G14
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17.
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Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business
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18.
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Ahn, Dong-Hyun
University of North Carolina at Chapel Hill Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business Gallant, A. Ronald
Duke University - Fuqua School of Business, Economics Group Gao, Bin
University of North Carolina (UNC) at Chapel Hill - Finance Area
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Asset Pricing - Theoretical, Asset Pricing - Empirical, Term Structure of Interest Rates - Empirical, Term Structure of Interest Rates - Theoretical
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19.
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Dittmar, Robert F.
University of Michigan - Stephen M. Ross School of Business
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Asset Pricing - Empirical, Cross-Sectional Asset Pricing, Nonlinear Pricing Models, Pricing of Higher Moments, Factor Models
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