Sharon Ross

Office of Financial Research, US Department of the Treasury

717 14th Street, NW

Washington, DC 20220

United States

  • Office of Financial Research, US Department of the Treasury

SCHOLARLY PAPERS

2

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151

TOTAL CITATIONS

2

Scholarly Papers (2)

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1.

Leverage and Stablecoin Pegs

Downloads 22 (112,468)
Citation 2

Leverage and Stablecoin Pegs

NBER Working Paper No. w30796
Number of pages: 50 Posted: 26 Dec 2022 Last Revised: 14 Apr 2023
Gary B. Gorton, Elizabeth Klee, Chase P. Ross, Sharon Ross and Alexandros Vardoulakis
Yale School of Management, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Office of Financial Research, US Department of the Treasury and Board of Governors of the Federal Reserve System
Downloads 22 (1,147,603)
Citation 2

Abstract:

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2.

Cash-Hedged Stock Returns

FEDS Working Paper No. 2022-55, OFR 22-03
Number of pages: 54 Posted: 05 May 2023
Chase P. Ross, Landon Ross and Sharon Ross
Board of Governors of the Federal Reserve System, Tulane University and Office of Financial Research, US Department of the Treasury
Downloads 129 (469,364)

Abstract:

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value, cross-section of expected returns, cash, size, risk factor, momentum