113 West 60th Street
New York, NY 10023
Fordham University - Gabelli School of Business
in Total Papers Downloads
in Total Papers Citations
Dynamic conditional beta, conditional CAPM, ICAPM, investor attention, buying intensity, and expected stock returns
Expected stock returns, liquidity, stock market reactions, underreaction, investor attention
Stock returns, liquidity shocks, stock market reactions, underreaction, investor attention
unusual news events, volatility shocks, differences of opinion
idiosyncratic volatility shocks, unusual news events, divergence of opinion
Beta, Beta Anomaly, Lottery Demand, Stock Returns, Institutional Ownership
Systemic risk, value at risk, expected shortfall, financial crisis, banking crises, Too Big to Fail
conditional value at risk, GARCH, skewed generalized t distribution, conditional skewness and kurtosis
dividend, bank lending intensity, monitoring, corporate governance
economic risks, stock returns, inflation, real output, pricing kernel, cash flow
Dispersion in economic forecasts, cross-section of stock returns, return predictability.
Sharpe ratio, predictability, stock market
Seasoned equity offerings, earnings management, postissue performance, market efficiency
Dollar risk exposure, imports, exports, currency risk premium
Dollar Risk Exposure, Imports, Exports, Currency Risk Premium, Stock Returns
contingent capital, callable put option, dual trigger exercise price, systemic risk
Mortgage, MERS, foreclosure
Portfolio Theory, Investment, Estimation Error, Multivariate Analysis
Economic uncertainty, uncertainty aversion, cross-section of stock returns, ICAPM, return predictability.
Unusual News Flow, Volatility Shocks, Short Sale Constraints, Market Efficiency
corporate equity ownership, stock returns, market efficiency, limits to arbitrage, investor attention
Emerging markets, cross-sectional stock returns, market comovements
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 1.141 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you