Qiang Dai

New York University

Bobst Library, E-resource Acquisitions

20 Cooper Square 3rd Floor

New York, NY 10003-711

United States

SCHOLARLY PAPERS

11

DOWNLOADS
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946

CITATIONS
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SSRN RANKINGS

Top 1,738

in Total Papers Citations

319

Scholarly Papers (11)

1.
Downloads 401 ( 56,314)
Citation 10

Fixed Income Pricing

NYU Working Paper No. S-MF-02-06
Number of pages: 49 Posted: 12 Nov 2008
Qiang Dai and Kenneth J. Singleton
New York University and Stanford University - Graduate School of Business
Downloads 240 (99,834)
Citation 10

Abstract:

Fixed Income Pricing

NYU Working Paper No. S-CDM-02-12
Number of pages: 49 Posted: 05 Nov 2008
Qiang Dai and Kenneth J. Singleton
New York University and Stanford University - Graduate School of Business
Downloads 84 (239,513)
Citation 10

Abstract:

Fixed Income Pricing

NYU Working Paper No. FIN-02-055
Number of pages: 49 Posted: 03 Nov 2008
Qiang Dai and Kenneth J. Singleton
New York University and Stanford University - Graduate School of Business
Downloads 77 (252,766)
Citation 10

Abstract:

Ownership Structure, Income Distribution, and Competitive Equilibrium: A Theory of Business Cycles, Human Capital, and Asset Returns

NYU Working Paper No. FIN-00-005
Number of pages: 47 Posted: 03 Nov 2008
Qiang Dai
New York University
Downloads 55 (303,593)

Abstract:

Ownership Structure, Income Distribution, and Competitive Equilibrium: A Theory of Business Cycles, Human Capital, and Asset Returns

NYU Working Paper No. S-AM-00-03
Number of pages: 47 Posted: 13 Nov 2008
Qiang Dai
New York University
Downloads 31 (383,939)

Abstract:

Ownership Structure, Income Distribution, and Competitive Equilibrium: a Theory of Business Cycles, Human Capital, and Asset Returns

NYU Working Paper No. S-MF-00-02
Number of pages: 47 Posted: 12 Nov 2008
Qiang Dai
New York University
Downloads 29 (392,862)

Abstract:

3.
Downloads 92 (224,311)
Citation 115

Term Structure Dynamics in Theory and Reality

NYU Working Paper No. S-MF-02-05
Number of pages: 46 Posted: 12 Nov 2008
Qiang Dai and Kenneth J. Singleton
New York University and Stanford University - Graduate School of Business
Downloads 73 (260,832)
Citation 115

Abstract:

Term Structure Dynamics in Theory and Reality

NYU Working Paper No. FIN-02-054
Number of pages: 46 Posted: 03 Nov 2008
Qiang Dai and Kenneth J. Singleton
New York University and Stanford University - Graduate School of Business
Downloads 19 (446,050)
Citation 115

Abstract:

Expectation Puzzles, Time-Varying Risk Premia, and Dynamic Models of the Term Structure

NYU Working Paper No. S-AM-00-01
Number of pages: 30 Posted: 13 Nov 2008
Qiang Dai and Kenneth J. Singleton
New York University and Stanford University - Graduate School of Business
Downloads 46 (329,981)
Citation 132

Abstract:

Expectation Puzzles, Time-Varying Risk Premia, and Dynamic Models of the Term Structure

NYU Working Paper No. S-MF-00-04
Number of pages: 30 Posted: 12 Nov 2008
Qiang Dai and Kenneth J. Singleton
New York University and Stanford University - Graduate School of Business
Downloads 17 (457,397)
Citation 132

Abstract:

Expectation Puzzles, Time-Varying Risk Premia, and Dynamic Models of the Term Structure

NYU Working Paper No. FIN-00-003
Number of pages: 30 Posted: 03 Nov 2008
Qiang Dai and Kenneth J. Singleton
New York University and Stanford University - Graduate School of Business
Downloads 16 (463,051)
Citation 132

Abstract:

Asset Pricing in a Neoclassical Model with Limited Participation

NYU Working Paper No. S-MF-01-02
Number of pages: 47 Posted: 12 Nov 2008
Qiang Dai
New York University
Downloads 27 (402,362)
Citation 5

Abstract:

Asset Pricing in a Neoclassical Model with Limited Participation

NYU Working Paper No. S-AM-01-06
Number of pages: 47 Posted: 13 Nov 2008
Qiang Dai
New York University
Downloads 22 (428,987)
Citation 5

Abstract:

Asset Pricing in a Neoclassical Model with Limited Participation

NYU Working Paper No. FIN-01-045
Number of pages: 47 Posted: 03 Nov 2008
Qiang Dai
New York University
Downloads 15 (468,676)
Citation 5

Abstract:

6.

Discrete-Time Dynamic Term Structure Models with Generalized Market Prices of Risk

NYU Working Paper No. FIN-06-007
Number of pages: 39 Posted: 03 Nov 2008
Qiang Dai, Anh Le and Kenneth J. Singleton
New York University, New York University, Leonard N. Stern School of Business and Stanford University - Graduate School of Business
Downloads 55 (286,930)
Citation 35

Abstract:

From Equity Premium Puzzle to Expectations Puzzle: A General Equilibrium Production Economy with Stochastic Habit Formation

NYU Working Paper No. FIN-00-004
Number of pages: 63 Posted: 03 Nov 2008
Qiang Dai
New York University
Downloads 26 (407,500)
Citation 10

Abstract:

From Equity Premium Puzzle to Expectations Puzzle: A General Equilibrium Production Economy with Stochastic Habit Formation

NYU Working Paper No. S-MF-00-01
Number of pages: 63 Posted: 12 Nov 2008
Qiang Dai
New York University
Downloads 21 (434,620)
Citation 10

Abstract:

8.

From Equity Premium Puzzle to Expectations Puzzle: General Equilibrium Production Economy with Stochastic Habit Formation

NYU Working Paper No. S-AM-00-02
Number of pages: 63 Posted: 13 Nov 2008
Qiang Dai
New York University
Downloads 35 (349,288)
Citation 10

Abstract:

Time Series and Cross-Sectional Variations of Expected Returns

NYU Working Paper No. SC-AM-02-10
Number of pages: 25 Posted: 13 Nov 2008
Qiang Dai
New York University
Downloads 21 (434,620)
Citation 1

Abstract:

Time Series and Cross-Sectional Variations of Expected Returns

NYU Working Paper No. S-MF-02-09
Number of pages: 25 Posted: 12 Nov 2008
Qiang Dai
New York University
Downloads 11 (491,514)
Citation 1

Abstract:

10.

Time Series and Cross-Sectional Variations of Expected

NYU Working Paper No. FIN-02-057
Number of pages: 25 Posted: 03 Nov 2008
Qiang Dai
New York University
Downloads 17 (435,917)
Citation 1

Abstract:

11.

Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields

The Review of Financial Studies, Vol. 20, Issue 5, pp. 1669-1706, 2007
Posted: 26 Jun 2008
New York University, Stanford University - Graduate School of Business and Indiana University - Kelley School of Business - Department of Finance

Abstract:

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