Marlena I. Lee

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

United States

SCHOLARLY PAPERS

4

DOWNLOADS

892

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

The Cross-Section of Corporate Bond Returns

Number of pages: 20 Posted: 04 Feb 2020 Last Revised: 13 Feb 2020
Dimensional Fund Advisors, Dimensional Fund Advisors, Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 595 (47,035)

Abstract:

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corporate bonds, factor investing, fixed income, forward rates

2.

House Prices, Consumption, and Their Common Causes

Number of pages: 33 Posted: 23 Oct 2007
Marlena I. Lee
Dimensional Fund Advisors
Downloads 210 (152,525)

Abstract:

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wealth effects, house prices, marginal propensity to consume, consumption

3.

Private Information in M&A Transactions: Evidence from Withdrawn Deals

Number of pages: 21 Posted: 17 Feb 2015
Marlena I. Lee and Marcus M. Opp
Dimensional Fund Advisors and Stockholm School of Economics - Department of Finance
Downloads 87 (304,292)

Abstract:

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Mergers and Acquisitions, Private Information, Medium of Exchange

4.

Stress Testing Monte Carlo Assumptions

Published in Maurer, R., O. Mitchell, and P. Hammond (Eds.) (2014). Recreating Sustainable Retirement: Resilience, Solvency, and Tail Risk. Oxford, UK: Oxford University Press., Pension Research Council WP 2013-25
Posted: 08 Oct 2013 Last Revised: 03 Apr 2020
Marlena I. Lee
Dimensional Fund Advisors

Abstract:

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