SCHOLARLY PAPERS

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Scholarly Papers (3)

1.

Does the Market Understand Time Variation in the Equity Premium?

Posted: 04 Aug 2022 Last Revised: 13 Jan 2023
Independent, University of Chicago - Booth School of Business and University of California, Berkeley - Haas School of Business - Finance Group
Downloads 2,446 (11,139)
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asset pricing, expected stock returns, rational expectations, diagnostic expectations, time-varying discount rates

2.
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Forward Return Expectations

Number of pages: 90 Posted: 28 Sep 2023
Independent, University of Chicago - Booth School of Business and University of California, Berkeley - Haas School of Business - Finance Group
Downloads 325 (172,959)

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asset pricing, expected stock returns, time-varying discount rates

Forward Return Expectations

NBER Working Paper No. w31687
Number of pages: 56 Posted: 18 Sep 2023
Independent, University of Chicago and University of California, Berkeley - Haas School of Business - Finance Group
Downloads 7 (1,128,413)
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Option-Implied Spreads and Option Risk Premia

Chicago Booth Research Paper No. 21-19, Fama-Miller Working Paper
Number of pages: 43 Posted: 22 Jun 2021
John Hopkins University, School of Advanced International Studies, Independent, University of Toronto and University of Chicago - Booth School of Business
Downloads 172 (321,749)

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Option-Implied Spreads and Option Risk Premia

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2021-71
Number of pages: 44 Posted: 23 Jun 2021
John Hopkins University, School of Advanced International Studies, Independent, University of Toronto and University of Chicago - Booth School of Business
Downloads 119 (434,466)

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Option-Implied Spreads and Option Risk Premia

NBER Working Paper No. w28941
Number of pages: 43 Posted: 21 Jun 2021 Last Revised: 29 Jan 2023
Johns Hopkins University - Institute for Applied Economics, Global Health, and Study of Business Enterprise, Independent, University of Toronto and University of Chicago - Booth School of Business
Downloads 23 (956,365)

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