975 University Avenue
Madison, WI 53706
United States
http://www.hengjieai.com
University of Wisconsin-Madison
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Asset Pricing, General Equilibrium, Intangible Capital, Value Premium
News Shocks, Learning, Term Structure of Equity, Duration
Term Structure, Duration, Value Premium
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
FOMC Announcement, Implied Variance, Cross Section, Equity Returns
Macroeconomic Announcement Premium, Pre-FOMC Announcement Drift, Asymmetric Information, Ambiguity.
Information, Risk-return Trade-off, Return Volatility, FOMC Announcements, Generalized Risk Sensitivity
Information, Macroeconomic Announcements, Generalized Risk Sensitivity, FOMC announcements
This is a National Bureau of Economic Research Paper. NBER charges a fee of $5.00 for this paper.
File name: nber.pdf Size: 0K
Moral Hazard, Dynamic Contracting, General Equilibrium, Firm Dynamics
Dynamic Mechnism Design, General Equilibrium, Investment, Payout Policy, Power law
Cross-Section of Returns, Financial Frictions, Collateral Constraint
Structural Estimation, Dynamic Moral Hazard, CEO Compensation, General Equilibrium, Firm Dynamics
Value Premium, Cross Section, Long-Run Risk, Real Options
preference for early resolution of uncertainty, generalized risk sensitivity, macroeconomic announcements, volatility
Dynamic Contracting, Limited Commitment, Investment, Q-Theory
Mechanism Design, Limited Commitment, Firm Dynamics
announcement premium, generalized risk sensitivity, production
financial Intermediation, Capital Misallocation, Volatility, Crisis, Limited enforcement
