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Records found: 15
| DP13680 |
Liquidity Risk After 20 Years Author(s): Lubos Pástor and Robert F. Stambaugh Published: April 2019 |
| DP12760 |
Expected Correlation and Future Market Returns Author(s): Adrian Buss, Lorenzo Schönleber and Grigory Vilkov Published: February 2018 |
| DP12642 |
Pricing Carbon Under Economic and Climactic Risks: Leading-Order Results from Asymptotic Analysis Author(s): Ton van den Bremer and Frederick van der Ploeg Published: January 2018 |
| DP11531 |
The Booms and Busts of Beta Arbitrage Author(s): Shiyang Huang, Dong Lou and Christopher Polk Published: September 2016 |
| DP10449 |
Regression Based Estimation of Dynamic Asset Pricing Models Author(s): Tobias Adrian, Richard K. Crump and Emanuel Moench Published: March 2015 |
| DP10392 |
Stock Market Returns, Corporate Governance and Capital Market Equilibrium Author(s): Bruno Parigi, Loriana Pelizzon and Ernst-Ludwig von Thadden Published: February 2015 |
| DP9769 |
Buffett?s Alpha Author(s): Andrea Frazzini, David Kabiller and Lasse Heje Pedersen Published: December 2013 |
| DP9533 |
Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence Author(s): Rui Albuquerque, Yrjö Koskinen and Chendi Zhang Published: July 2013 |
| DP8913 |
Aggregate Risk and the Choice between Cash and Lines of Credit Author(s): Viral V. Acharya, Heitor Almeida and Murillo Campello Published: March 2012 |
| DP8479 |
On the High-Frequency Dynamics of Hedge Fund Risk Exposures Author(s): Andrew J Patton and Tarun Ramadorai Published: July 2011 |
| DP7780 |
On the Dynamics of Hedge Fund Risk Exposures Author(s): Andrew J Patton and Tarun Ramadorai Published: April 2010 |
| DP7345 |
The Time-Varying Systematic Risk of Carry Trade Strategies Author(s): Charlotte Christiansen, Angelo Ranaldo and Paul Söderlind Published: June 2009 |
| DP7052 |
Additions to Market Indices and the Comovement of
Stock Returns around the World
Author(s): Stijn Claessens and Yishay Yafeh Published: November 2008 |
| DP4486 |
A Prism into the PPP Puzzles: The Micro-Foundations of Big Mac Real Exchange Rates Author(s): David Parsley and Shang-Jin Wei Published: July 2004 |
| DP3482 |
Equilibrium Cross-Section of Returns Author(s): Joao F Gomes, Leonid Kogan and Lu Zhang Published: August 2002 |
Records Found 15