Landon Ross

Tulane University

6823 St Charles Ave

New Orleans, LA 70118

United States

http://landonjross.com

  • Tulane University

SCHOLARLY PAPERS

8

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1,734

TOTAL CITATIONS

10

Scholarly Papers (8)

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1.

Are Item 1A Risk Factors Priced?

Number of pages: 83 Posted: 23 Apr 2019
Landon Ross
Tulane University
Downloads 433 (142,069)
Citation 2

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stock returns, risk factors, item 1a

2.

Bottom Up vs Top Down: What Does Firm 10-K Tell Us?

Downloads 360 (174,876)

Bottom Up vs Top Down: What Does Firm 10-K Tell Us?

Number of pages: 63 Posted: 04 Apr 2024 Last Revised: 16 Nov 2024
Landon Ross, Jim Horn, Mert Pilanci, KaiHong Luo and Guofu Zhou
Tulane University, Washington University in St. Louis - John M. Olin Business School, Stanford University, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 258 (246,956)

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Text Analysis, Asset Pricing, Word Dictionary, Word Count

Bottom Up vs Top Down: What Does Firm 10-K Tell Us?

HKUST Business School Research Paper No. 2025-195
Number of pages: 64 Posted: 06 Jan 2025
Landon Ross, Jim Horn, Mert Pilanci, KaiHong Luo and Guofu Zhou
Tulane University, Government of the United States of America - Air Force, Stanford University, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 102 (555,434)

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Text AnalysisAsset PricingWord DictionaryWord Count

3.

Risk Exposures from Risk Disclosures: What They Said and How They Said It

HKU Jockey Club Enterprise Sustainability Global Research Institute - Archive
Number of pages: 52 Posted: 30 Nov 2023 Last Revised: 20 Mar 2025
Rahul Mazumder, Seth Pruitt and Landon Ross
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Arizona State University (ASU) - Finance Department and Tulane University
Downloads 332 (191,065)

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Text Analysis, Asset Pricing, Factor Model, Conditional Betas, Word embedding

4.

Cash-Hedged Stock Returns

Number of pages: 55 Posted: 07 Jul 2022 Last Revised: 30 Nov 2023
Chase P. Ross, Landon Ross and Sharon Y. Ross
Board of Governors of the Federal Reserve System, Tulane University and Board of Governors of the Federal Reserve System
Downloads 256 (250,526)

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cross-section of expected returns, cash, risk factor, size, value, momentum

5.

Cash-Hedged Stock Returns

FEDS Working Paper No. 2022-55, OFR 22-03
Number of pages: 54 Posted: 05 May 2023
Chase P. Ross, Landon Ross and Sharon Ross
Board of Governors of the Federal Reserve System, Tulane University and Office of Financial Research, US Department of the Treasury
Downloads 128 (464,200)

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value, cross-section of expected returns, cash, size, risk factor, momentum

6.

Expected Returns, Firm Characteristics, and Cardinality Constraints

Number of pages: 75 Posted: 14 Dec 2021 Last Revised: 17 Nov 2024
Landon Ross
Tulane University
Downloads 122 (481,943)

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Factor model, stochastic discount factor, cross-section, sparsity, machine learning, variable selection, firm characteristics, expected returns, robust regression, minmax optimization

7.

Generating Options-Implied Probability Densities to Understand Oil Market Events

FRB International Finance Discussion Paper No. 1122
Number of pages: 50 Posted: 31 May 2017
Deepa Datta, Juan M. Londono and Landon Ross
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Tulane University
Downloads 103 (546,630)
Citation 8

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Options-implied PDFs, futures, options, oil

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cross-sectional expected stock returns, firm characteristics, statistical envelopes, dimension reduction