Essays on asset pricing, investor preferences, and derivative markets
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"Empirical pricing kernels,"
Journal of Financial Economics, Elsevier, vol. 64(3), pages 341-372, June.
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"A tale of two option markets: Pricing kernels and volatility risk,"
Journal of Econometrics, Elsevier, vol. 190(1), pages 176-196.
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"The term structure of returns: Facts and theory,"
Journal of Financial Economics, Elsevier, vol. 124(1), pages 1-21.
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- Jules H. van Binsbergen & Ralph S.J. Koijen, 2015. "The Term Structure of Returns: Facts and Theory," NBER Working Papers 21234, National Bureau of Economic Research, Inc.
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- Schneider, Paul, 2015.
"Generalized risk premia,"
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- Paul SCHNEIDER, 2014. "Generalized Risk Premia," Swiss Finance Institute Research Paper Series 14-29, Swiss Finance Institute.
- Walter Pohl & Karl Schmedders & Ole Wilms, 2018.
"Higher Order Effects in Asset Pricing Models with Long‐Run Risks,"
Journal of Finance, American Finance Association, vol. 73(3), pages 1061-1111, June.
- Ole Wilms & Karl Schmedders & Walt Pohl, 2016. "Higher-Order Effects in Asset-Pricing Models with Long-Run Risks," 2016 Meeting Papers 306, Society for Economic Dynamics.
- Sang Byung Seo & Jessica A. Wachter, 2019. "Option Prices in a Model with Stochastic Disaster Risk," Management Science, INFORMS, vol. 65(8), pages 3449-3469, August.
- Alok Kumar, 2009. "Who Gambles in the Stock Market?," Journal of Finance, American Finance Association, vol. 64(4), pages 1889-1933, August.
- Carolin Pflueger & Emil Siriwardane & Adi Sunderam, 2020. "Financial Market Risk Perceptions and the Macroeconomy," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(3), pages 1443-1491.
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