Eben Lazarus

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Assistant Professor of Finance

100 Main Street, E62-633

Cambridge, MA 02142

United States

http://elazarus.mit.edu

SCHOLARLY PAPERS

4

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SSRN CITATIONS
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Top 44,132

in Total Papers Citations

10

CROSSREF CITATIONS

5

Scholarly Papers (4)

1.

Duration-Driven Returns

Number of pages: 70 Posted: 14 Jun 2019 Last Revised: 06 Nov 2020
Niels Joachim Gormsen and Eben Lazarus
University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,102 (22,161)
Citation 9

Abstract:

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asset pricing, cross-section of stock returns, cash-flow growth, duration, survey expectations, dividend strips

2.

Horizon-Dependent Risk Pricing: Evidence from Short-Dated Options

Number of pages: 26 Posted: 15 Aug 2019
Eben Lazarus
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 52 (435,231)
Citation 1

Abstract:

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3.

Restrictions on Asset-Price Movements Under Rational Expectations: Theory and Evidence

Number of pages: 83 Posted: 13 Aug 2019
Ned Augenblick and Eben Lazarus
University of California, Berkeley - Economic Analysis & Policy Group and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 41 (479,470)
Citation 2

Abstract:

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4.

The Size-Power Tradeoff in HAR Inference

Number of pages: 32 Posted: 15 Aug 2019 Last Revised: 18 Jan 2021
Eben Lazarus, Daniel J. Lewis and James H. Stock
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Federal Reserve Banks - Federal Reserve Bank of New York and Harvard University - Department of Economics
Downloads 36 (502,157)
Citation 3

Abstract:

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heteroskedasticity- and autocorrelation-robust estimation, HAR, long-run variance estimator