Viewing: 1 - 50 of 50 papers
Long-Horizon Returns
Flexible Prices and Leverage
There are 4 versions of this paper
Flexible Prices and Leverage
Flexible Prices and Leverage
Flexible Prices and Leverage
Policy Uncertainty and Innovation: Evidence from IPO Interventions in China
There are 2 versions of this paper
Policy Uncertainty and Innovation: Evidence from IPO Interventions in China
Policy Uncertainty and Innovation: Evidence from IPO Interventions in China
Financial Market Frictions and Diversification
Who Bears the Cost of Recessions? The Role of House Prices and Household Debt
Cash Flow Duration and the Term Structure of Equity Returns
There are 4 versions of this paper
Cash Flow Duration and the Term Structure of Equity Returns
Cash Flow Duration and the Term Structure of Equity Returns
Cash Flow Duration and the Term Structure of Equity Returns
Cash Flow Duration and the Term Structure of Equity Returns
Not So Disconnected: Exchange Rates and the Capital Stock
There are 2 versions of this paper
Not So Disconnected: Exchange Rates and the Capital Stock
Not so Disconnected: Exchange Rates and the Capital Stock
The Price of Political Uncertainty: Theory and Evidence from the Option Market
There are 4 versions of this paper
The Price of Political Uncertainty: Theory and Evidence from the Option Market
The Price of Political Uncertainty: Theory and Evidence from the Option Market
The Price of Political Uncertainty: Theory and Evidence from the Option Market
The Price of Political Uncertainty: Theory and Evidence from the Option Market
Resolution of Policy Uncertainty and Sudden Declines in Volatility
Regulating Consumer Financial Products: Evidence from Credit Cards
There are 2 versions of this paper
Regulating Consumer Financial Products: Evidence from Credit Cards
Regulating Consumer Financial Products: Evidence from Credit Cards
Scale and Skill in Active Management
There are 5 versions of this paper
Scale and Skill in Active Management
Scale and Skill in Active Management
Scale and Skill in Active Management
Scale and Skill in Active Management
Scale and Skill in Active Management
Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion
There are 2 versions of this paper
Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion
Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion
Performance Evaluation of Chinese Actively Managed Stock Mutual Funds
Finance: Function Matters, Not Size
There are 2 versions of this paper
Finance: Function Matters, Not Size
The Role of the Media in Disseminating Insider-Trading News
Are Sticky Prices Costly? Evidence from the Stock Market
There are 2 versions of this paper
Are Sticky Prices Costly? Evidence from the Stock Market
Are Sticky Prices Costly? Evidence from the Stock Market
Firm Volatility in Granular Networks
There are 2 versions of this paper
Firm Volatility in Granular Networks
Firm Volatility in Granular Networks
Hard Times
There are 3 versions of this paper
Hard Times
Hard Times
Endogenous Liquidity and Defaultable Bonds
There are 2 versions of this paper
Endogenous Liquidity and Defaultable Bonds
Endogenous Liquidity and Defaultable Bonds
Does the Fed Control Interest Rates?
The Cost of Financial Frictions for Life Insurers
There are 2 versions of this paper
The Cost of Financial Frictions for Life Insurers
The Cost of Financial Frictions for Life Insurers
A Tale of Two Option Markets: Pricing Kernels and Volatility Risk
There are 2 versions of this paper
A Tale of Two Option Markets: Pricing Kernels and Volatility Risk
A Tale of Two Option Markets: Pricing Kernels and Volatility Risk
Private Equity Performance: What Do We Know?
There are 2 versions of this paper
Private Equity Performance: What Do We Know?
Private Equity Performance: What Do We Know?
The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors
Market Expectations in the Cross Section of Present Values
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth
There are 4 versions of this paper
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth
Uncertainty about Government Policy and Stock Prices
There are 4 versions of this paper
Uncertainty about Government Policy and Stock Prices
Uncertainty About Government Policy and Stock Prices
Uncertainty About Government Policy and Stock Prices
Uncertainty About Government Policy and Stock Prices
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic
There are 2 versions of this paper
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic
Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic
Reverse Survivorship Bias
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
There are 3 versions of this paper
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
A New Capital Regulation for Large Financial Institutions
There are 3 versions of this paper
A New Capital Regulation for Large Financial Institutions
A New Capital Regulation for Large Financial Institutions
A New Capital Regulation for Large Financial Institutions
IQ and Stock Market Participation
The Cross-section of Managerial Ability, Incentives, and Risk Preferences
Luck Versus Skill in the Cross Section of Mutual Fund Returns
Dynamic Equicorrelation
Portfolio Selection and Asset Pricing Models
The Cross-Section and Time-Series of Stock and Bond Returns
There are 4 versions of this paper
The Cross-Section and Time-Series of Stock and Bond Returns
The Cross-Section and Time-Series of Stock and Bond Returns
The Cross-Section and Time-Series of Stock and Bond Returns
The Cross-Section and Time-Series of Stock and Bond Returns
Learning in Financial Markets
There are 4 versions of this paper
Learning in Financial Markets
Learning in Financial Markets
Learning in Financial Markets
Are Options on Index Futures Profitable for Risk Averse Investors‘ Empirical Evidence
There are 3 versions of this paper
Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence
Are Options on Index Futures Profitable for Risk Averse Investors‘ Empirical Evidence
Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence
Understanding Trust
There are 5 versions of this paper