Author Page for Eben Lazarus

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Duration-Driven Returns

Number of pages: 70 Posted: 14 Jun 2019 Last Revised: 06 Nov 2020

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:

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:

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:

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

Eben Lazarus

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

Assistant Professor of Finance

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Scholarly Papers (4)

Duration-Driven Returns

Abstract:

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

Abstract:

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

Abstract:

The Size-Power Tradeoff in HAR Inference

Abstract: