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Robert F. Dittmar

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This is information that was supplied by Robert Dittmar in registering through RePEc. If you are Robert F. Dittmar , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Robert
Middle Name: F.
Last Name: Dittmar
Suffix:

RePEc Short-ID: pdi90

Email:
Homepage: http://webuser.bus.umich.edu/rdittmar
Postal Address:
Phone:

Affiliation

Ross School of Business
University of Michigan
Location: Ann Arbor, Michigan (United States)
Homepage: http://www.bus.umich.edu/
Email:
Phone:
Fax:
Postal: 701 Tappan Street, Ann Arbor, MI 48109-1231
Handle: RePEc:edi:bsumius (more details at EDIRC)

Works

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Working papers

  1. Ravi Bansal & Robert Dittmar & Dana Kiku, 2007. "Cointegration and Consumption Risks in Asset Returns," NBER Working Papers 13108, National Bureau of Economic Research, Inc.

Articles

  1. Ravi Bansal & Robert Dittmar & Dana Kiku, 2009. "Cointegration and Consumption Risks in Asset Returns," Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1343-1375, March.
  2. Dong-Hyun Ahn & Jennifer Conrad & Robert F. Dittmar, 2009. "Basis Assets," Review of Financial Studies, Society for Financial Studies, vol. 22(12), pages 5133-5174, December.
  3. Dittmar, Amy K. & Dittmar, Robert F., 2008. "The timing of financing decisions: An examination of the correlation in financing waves," Journal of Financial Economics, Elsevier, vol. 90(1), pages 59-83, October.
  4. Robert F. Dittmar, 2008. "Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets?," Review of Financial Studies, Society for Financial Studies, vol. 21(5), pages 1983-2014, September.
  5. Ravi Bansal & Robert F. Dittmar & Christian T. Lundblad, 2005. "Consumption, Dividends, and the Cross Section of Equity Returns," Journal of Finance, American Finance Association, vol. 60(4), pages 1639-1672, 08.
  6. Ravi Bansal & Robert Dittmar & Dana Kiku, 2005. "Long-run risks and equity Returns," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  7. Dong-Hyun Ahn & Jennifer Conrad & Robert F. Dittmar, 2003. "Risk Adjustment and Trading Strategies," Review of Financial Studies, Society for Financial Studies, vol. 16(2), pages 459-485.
  8. Ahn, Dong-Hyun & Dittmar, Robert F. & Gallant, A. Ronald & Gao, Bin, 2003. "Purebred or hybrid?: Reproducing the volatility in term structure dynamics," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 147-180.
  9. Dong-Hyun Ahn & Robert F. Dittmar, 2002. "Quadratic Term Structure Models: Theory and Evidence," Review of Financial Studies, Society for Financial Studies, vol. 15(1), pages 243-288, March.
  10. Robert F. Dittmar, 2002. "Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns," Journal of Finance, American Finance Association, vol. 57(1), pages 369-403, 02.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FMK: Financial Markets (1) 2007-05-26. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  2. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  3. Number of Journal Pages, Weighted by Simple Impact Factor
  4. Number of Journal Pages, Weighted by Recursive Impact Factor
  5. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  6. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

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