Forthcoming Paper
“Multifactor models and their consistency… Read More »Forthcoming Paper
“Multifactor models and their consistency… Read More »Forthcoming Paper
The Editor’s Choice article for… Read More »Editor’s Choice
“Economic-state Variation in Uncertainty-Yield Dynamics”… Read More »Forthcoming Papers
“COVID-19 and the Cross-Section of… Read More »Forthcoming Papers
“A First Look at the… Read More »Forthcoming Paper
“Coronavirus: Impact on Stock Prices… Read More »Forthcoming Papers
“What Do Index Options Teach… Read More »Forthcoming Paper
“Volatility markets underreacted to the… Read More »Forthcoming Paper
“The Value Premium” by Eugene F.… Read More »Forthcoming Paper
The Review of Asset Pricing… Read More »Invitation for Survey Proposals