| . |
Savov, Alexi's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
2,005 |
Total
Citations
17 |
|
|
|
|
|
1.
|
|
|
Savov, Alexi
New York University (NYU) - Department of Finance
|
| Posted: |
|
24 Feb 09
|
|
Last Revised:
|
|
22 Apr 10
|
|
1,118
(7,716)
|
10
|
|
| |
|
| |
consumption-based asset pricing, equity premium, risk aversion
|
|
|
2.
|
|
|
Constantinides, George M.
University of Chicago - Booth School of Business Jackwerth, Jens Carsten
University of Konstanz - Department of Economics Savov, Alexi
New York University (NYU) - Department of Finance
|
| Posted: |
|
21 Oct 09
|
|
Last Revised:
|
|
25 Sep 12
|
|
600
(19,982)
|
6
|
|
| |
|
| |
index option returns, option mispricing, volatility jumps, price jumps, liquidity, market efficiency
|
|
|
3.
|
|
Have Financial Markets Become More Informative?
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Bai, Jennie
Federal Reserve Bank of New York Philippon, Thomas
New York University (NYU) - Department of Finance Savov, Alexi
New York University (NYU) - Department of Finance
|
|
Posted:
|
|
17 Mar 12
|
|
Last Revised:
|
|
18 Apr 13
|
|
198
(75,587)
|
|
|
|
|
|
Bai, Jennie
Federal Reserve Bank of New York Philippon, Thomas
New York University (NYU) - Department of Finance Savov, Alexi
New York University (NYU) - Department of Finance
|
| Posted: |
|
13 Nov 12
|
|
Last Revised:
|
|
18 Apr 13
|
|
43
|
|
|
| |
|
| |
financial markets, price informativeness, real efficiency, earnings, investment
|
|
|
|
|
|
|
Bai, Jennie
Federal Reserve Bank of New York Philippon, Thomas
New York University (NYU) - Department of Finance Savov, Alexi
New York University (NYU) - Department of Finance
|
| Posted: |
|
17 Mar 12
|
|
Last Revised:
|
|
08 Apr 13
|
|
155
|
|
|
| |
|
| |
price informativeness, financial markets, real efficiency, earnings, investment
|
|
|
|
|
|
4.
|
|
|
Savov, Alexi
New York University (NYU) - Department of Finance
|
| Posted: |
|
16 Mar 12
|
|
Last Revised:
|
|
10 Mar 13
|
|
89
(146,404)
|
1
|
|
| |
|
| |
mutual funds, index funds, noisy rational expecations
|
|
