Research classified by Journal of Economic Literature (JEL) codes

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• Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, , "Salience and Asset Prices," Working Paper, Harvard University OpenScholar, number 69726.
• Larry Epstein & Emmanuel Farhi & Tomasz Strzalecki, , "How Much Would You Pay to Resolve Long-Run Risk?," Working Paper, Harvard University OpenScholar, number 8366.
• Nicholas Barberis & Robin Greenwood & Lawrence Jin & Andrei Shleifer, , "X-CAPM: An Extrapolative Capital Asset Pricing Model," Working Paper, Harvard University OpenScholar, number 86521.
• Richard Finlay & Dmitry Titkov & Michelle Xiang, 2022, "The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2022-02, May, DOI: 10.47688/rdp2022-02.
• Olesea Speian & Victoria Ganea & Constantinos Kyriakopoulos, 0, "Yield Curve Construction: A Note on the Moldovan bond market," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 1, pages 1-9(1).
• Robert G. Chambers & John Quiggin, , "Narrowing the No-Arbitrage Bounds," Risk & Uncertainty Working Papers, Risk and Sustainable Management Group, University of Queensland, number WPR03_3.
• Kent Osband Valerio Filoso & Capasso Salvatore & Valerio Filoso, 2022, "The Limits of Limitless Debt," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 662, Dec.
• Mustafa Ciftci & Raj Mashruwala & Dan Weiss, , "Implications of Cost Behavior for Analysts’ Earnings Forecasts," Accounting Working Papers, School of Business Administration, American University of Sharjah, number 17-03/2014.
• Kentaro Kikuchi, , "A Global Joint Pricing Model of Stocks and Bonds Based on the Quadratic Gaussian Approach," Discussion Papers CRR Discussion Paper Series B: Financial, Shiga University, Faculty of Economics,Center for Risk Research, number 18.
• Kentaro Kikuchi, , "A Term Structure Interest Rate Model with the Exit Time from the Negative Interest Rate Policy," Discussion Papers CRR Discussion Paper Series B: Financial, Shiga University, Faculty of Economics,Center for Risk Research, number 19.
• Yong Li & Zeng Tao & Jun Yu, , "Robust Deviance Information Criterion for Latent Variable Models," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-04-2012.
• Peter C.B.Phillips & Jun Yu, , "Simulation-based Estimation of Contingent Claims Prices," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-05-2008.
• Peter C.B.Phillips & Jun Yu, , "Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-05-2009.
• Edward W. Piotrowski & Jan Sladkowski, , "Quantum Market Games," Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics, number 3.
• Partha Dasgupta, , "Discounting Climate Change," Working papers, The South Asian Network for Development and Environmental Economics, number 11.
• K. S. Kavi Kumar, , "Climate Sensitivity of Indian Agriculture Do Spatial Effects Matter?," Working papers, The South Asian Network for Development and Environmental Economics, number 45.
• M. N. Murty, , "Designing Economic Instruments and Participatory Institutions for Environmental Management in India," Working papers, The South Asian Network for Development and Environmental Economics, number 48.
• KiHoon Hong, 0, "Bitcoin as an alternative investment vehicle," Information Technology and Management, Springer, volume 0, issue , pages 1-11, DOI: 10.1007/s10799-016-0264-6.
• John Duffy & Janet Hua Jiang & Huan Xie, 2019, "Experimental Asset Markets with An Indefinite Horizon," Working Papers, Concordia University, Department of Economics, number 19005, Jul.
• Alain MONFORT & Jean-Paul RENNE & Guillaume ROUSSELLET, 2020, "Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion," Working Papers, Center for Research in Economics and Statistics, number 2020-01, Jan.
• Sven Steinkamp & Frank Westermann, , "Multilateral loans and interest rates: further evidence on the seniority conundrum," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_026.
• Charles Ka Yui Leung & Chung-Yi Tse, 2017, "Flipping in the Housing Market," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_001, Mar.
• Kimberly A. Berg & Nelson Mark, 2017, "Measures of Global Uncertainty and Carry-Trade Excess Returns," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2017_002, Mar.
• Peter Tillmann, 2018, "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_004, May.
• Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan, 2014, "An analysis of price discovery from panel data models of CDS and equity returns," Working Papers, Deakin University, Department of Economics, number fe_2014_08, Jan, DOI: 10.1016/j.jbankfin.2014.01.008.
• Westerlund, Joakim & Narayan, Paresh, 2014, "A random coefficient approach to the predictability of stock returns in panels," Working Papers, Deakin University, Department of Economics, number fe_2014_10, Jan, DOI: 10.1093/jjfinec/nbu003.
• Westerlund, Joakim & Narayan, Paresh, 2014, "Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns," Working Papers, Deakin University, Department of Economics, number fe_2014_13, Jan.
• Narayan, Paresh Kumar & Ali Ahmed, Huson & Sharma, Susan Sunila & Prabheesh, K. P., 2014, "How profitable is the Indian stock market?," Working Papers, Deakin University, Department of Economics, number fe_2014_14, Jan, DOI: 10.1016/j.pacfin.2014.07.001.
• Westerlund, Joakim & Karabiyik, Hande & Narayan, Paresh, 2015, "Testing for predictability in panels with general predictors," Working Papers, Deakin University, Department of Economics, number fe_2015_10, Jan, DOI: 10.1002/jae.2535.
• Joakim Westerlund & Paresh K Narayan & Xinwei Zheng, , "Testing For Stock Return Predictability In A Large Chinese Panel," Working Papers, Deakin University, Department of Economics, number 2015_11.
• Barbora Máková, 2019, "Bank-Sourced Transition Matrices: Are Banks' Internal Credit Risk Estimates Markovian?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/3, Mar, revised Mar 2019.
• Jozef Baruník & Matěj Nevrla, 2019, "Tail Risks, Asset Prices, and Investment Horizons," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/10, May, revised May 2019.
• Barbora Malinska, 2019, "Realized Moments and Bond Pricing," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/11, May, revised May 2019.
• Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, , "Technical analysis in the Madrid stock exchange," Working Papers, FEDEA, number 99-05.
• Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, , "Technical analysis in the Madrid stock exchange," Studies on the Spanish Economy, FEDEA, number 23.
• Thomas M. Eisenbach & Anna Kovner & Michael Junho Lee, 2020, "Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis," Staff Reports, Federal Reserve Bank of New York, number 909, Jan.
• Philippe Mueller & Andreas Stathopoulos & Andrea Vedolin, , "International Correlation Risk," FMG Discussion Papers, Financial Markets Group, number dp716.
• Cristina Cella & Andrew Ellul & Mariassunta Giannetti, , "Investors’ Horizons and the Amplification of Market Shocks," FMG Discussion Papers, Financial Markets Group, number dp717.
• Dong Lou & Christopher Polk, , "Inferring Arbitrage Activity from Return Correlations," FMG Discussion Papers, Financial Markets Group, number dp721.
• Elyes Jouini & Pierre-Francois Koehl, , "Pricing of Non-redundant Derivatives in a Complete Market," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-009.
• James Dow & Gary Gorton, , "Arbitrage Chains," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 06-93.
• Gabriel Hawawini & Donald B. Keim, , "The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 08-99.
• Lubos Pastor & Robert F. Stambaugh, , "Evaluating and Investing in Equity Mutual Funds," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 10-00.
• Leonid Kogan & Raman Uppal, , "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 13-00.
• Yeung Lewis Chan & Leonid Kogan, , "Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 14-00.
• Lubos Pastor & Robert F. Stambaugh, , "Comparing Asset Pricing Models: An Investment Perspective," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 16-99.
• Paul A. Gompers & Andrew Metrick, , "Institutional Investors and Equity Prices," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 20-99.
• Alon Brav & George M. Constantinides & Christopher C. Geczy, , "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 23-99.
• Lubos Pástor & Robert F. Stambaugh, , "Costs of Equity Capital and Model Mispricing," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 4-98.
• James Dow & Gary Gorton, , "Arbitrage Chains," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 6-93.
• Gabriel Hawawini & Donald B. Keim, , "The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 7-97.
• Yi Huang & Chen Lin & Sibo Liu & Heiwai Tang, 2018, "Trade Linkages and Firm Value: Evidence from the 2018 US-China “Trade War”," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 11-2018, Aug.
• Andros Gregoriou & Alexandros Kontonikas, , "The Long Run Relationship Between Stock Prices And Goods Prices: New Evidence From Panel Cointegration," Working Papers, Business School - Economics, University of Glasgow, number 2008_19.
• Chris Florackis & Alexandros Kontonikas & Alexandros Kostakis‌, , "Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis," Working Papers, Business School - Economics, University of Glasgow, number 2013_13.
• Pedro Bação & António Portugal Duarte, 2017, "Deflation in the Euro Zone: Overview and Empirical Analysis," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2017-12, Dec.
• Francisca Silva & Marta Simões & João Sousa Andrade, 2018, "Health Investment and Long run Macroeconomic Performance:a quantile regression approach," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2018-01, Jan.
• Pedro Bação & António Portugal Duarte & Hélder Sebastião & Srdjan Redzepagic, 2018, "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2018-06, Jun.
• Yuan Tian & Alexandr Akimov & Eduardo Roca & Victor Wong, , "2012-10 Does the Carbon Market Help or Hurt the Stock Price of Electricity Companies? Further Evidence from the European Context," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201210.
• SAITO, Makoto, 2025, "Asset Pricing Interpretations of the Primary Fiscal Balance : The Case of Japan," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-153, Oct.
• Shoka Hayaki, 2020, "Time-Varying Risk Attitude and Behavioral Asset Pricing," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2020-33, Dec.
• Katsutoshi Wakai, 2018, "A Factor Pricing Model under Ambiguity," Discussion papers, Graduate School of Economics , Kyoto University, number e-17-012, Mar.
• Tanweer Akram & Anupam Das, 2020, "The Empirics of Canadian Government Securities Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_944, Jan.
• Tanweer Akram, 2020, "A Simple Model of the Long-Term Interest Rate," Economics Working Paper Archive, Levy Economics Institute, number wp_951, Apr.
• Tanweer Akram & Syed Al-Helal Uddin, 2020, "An Empirical Analysis of Long-Term Brazilian Interest Rates," Economics Working Paper Archive, Levy Economics Institute, number wp_956, May.
• Tanweer Akram & Huiqing Li, 2020, "Some Empirical Models of Japanese Government Bond Yields Using Daily Data," Economics Working Paper Archive, Levy Economics Institute, number wp_962, Jul.
• Parthajit Kayal & Janani Sri SG, 2020, "Going Beyond Gold: Can Equities be Safe-Haven?," Working Papers, Madras School of Economics,Chennai,India, number 2020-203, Sep.
• Ishani Chaudhuri & Parthajit Kayal, 2022, "Predicting Power of Ticker Search Volume in Indian Stock Market," Working Papers, Madras School of Economics,Chennai,India, number 2022-214, Feb.
• Malvika Saraf & Parthajit Kayal, 2022, "How Much Does Volatility Influence Stock Market Returns? – Empirical Evidence from India," Working Papers, Madras School of Economics,Chennai,India, number 2022-215, Feb.
• Thillaikkoothan Palanichamy & Parthajit Kayal, 2022, "Multiple Dimensions of Cyclicality in Investing," Working Papers, Madras School of Economics,Chennai,India, number 2022-216, Feb.
• Abhishek Subramanian & Parthajit Kayal, 2023, "Application of Volatility-Managed Portfolios in the Context of a Volatility Index," Working Papers, Madras School of Economics,Chennai,India, number 2023-242, Aug.
• Maurice J. Roche & Michael J. Moore, , "Less of a puzzle: a new look at the forward forex market," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n.
• Kaoru Hosono & Shogo Isobe, 2014, "The Financial Market Impact of Unconventional Monetary Policies in the U.S., the U.K., the Eurozone, and Japan," Discussion papers, Policy Research Institute, Ministry of Finance Japan, number ron259, Jun.
• Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2015, "A comparison of investors' sentiments and risk premium effects on valuing shares," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 15/01, Jan.
• Federico Carlini & Paolo Santucci de Magistris, 2019, "Resuscitating the co-fractional model of Granger (1986)," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 19/01, Jan.
• Knu Anton Mork, , "A pitfall in models of external habit formation," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 20325.
• Wiliam Branch & George W. Evans, , "Asset Return Dynamics and Learning," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2006-14.
• Wiliam Branch & George W. Evans, , "Learning about Risk and Return: A Simple Model of Bubbles and Crashes," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2008-1.
• Akitada Kasahara & Xin Zhong, 2022, "PEAD and Illiquidity Premium in the Japanese Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-25, Jan.
• Bruno Feunou & Ricardo Lopez Aliouchkin & Roméo Tédongap & Lai Xu, 0, "The Term Structures of Expected Loss and Gain Uncertainty," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 473-501.
• Jennifer Conrad & Robert F Dittmar & Allaudeen Hameed, 0, "Implied Default Probabilities and Losses Given Default from Option Prices," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 629-652.
• Bertille Antoine & Kevin Proulx & Eric Renault, 0, "Pseudo-True SDFs in Conditional Asset Pricing Models," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 4, pages 656-714.
• Marcelo Fernandes & Marco Aurélio Dos Santos Rocha, 0, "Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange," Journal of Financial Econometrics, Oxford University Press, volume 5, issue 2, pages 219-242.
• Francesco Audrino & Enrico De Giorgi, 0, "Beta Regimes for the Yield Curve," Journal of Financial Econometrics, Oxford University Press, volume 5, issue 3, pages 456-490.
• Kenneth R Ahern, 0, "Do Proxies for Informed Trading Measure Informed Trading? Evidence from Illegal Insider Trades," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 3, pages 397-440.
• Haifeng Guo & Alexandros Kontonikas & Paulo Maio, 0, "Monetary Policy and Corporate Bond Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 3, pages 441-489.
• David Chambers & Elroy Dimson & Christophe Spaenjers, 0, "Art as an Asset: Evidence from Keynes the Collector," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 3, pages 490-520.
• Ronald Doeswijk & Trevin Lam & Laurens Swinkels, 0, "Historical Returns of the Market Portfolio," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 3, pages 521-567.
• Niels Joachim Gormsen & Ralph S J Koijen & Nikolai Roussanov, 0, "Coronavirus: Impact on Stock Prices and Growth Expectations," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 574-597.
• Augustin Landier & David Thesmar & Jeffrey Pontiff, 0, "Earnings Expectations during the COVID-19 Crisis," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 598-617.
• Lorenzo Bretscher & Alex Hsu & Peter Simasek & Andrea Tamoni & Nikolai Roussanov, 0, "COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 705-741.
• Scott R Baker & Nicholas Bloom & Steven J Davis & Kyle Kost & Marco Sammon & Tasaneeya Viratyosin & Jeffrey Pontiff, 0, "The Unprecedented Stock Market Reaction to COVID-19," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 742-758.
• Ľuboš Pástor & M Blair Vorsatz & Jeffrey Pontiff, 0, "Mutual Fund Performance and Flows during the COVID-19 Crisis," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 791-833.
• J Anthony Cookson & Joseph E Engelberg & William Mullins & Hui Chen, 0, "Does Partisanship Shape Investor Beliefs? Evidence from the COVID-19 Pandemic," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 863-893.
• Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2011, "What Does Equity Sector Orderflow Tell Us About the Economy?," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 11, pages 3688-3730.
• Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2011, "Common Risk Factors in Currency Markets," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 11, pages 3731-3777.
• Kenneth L. Judd & Felix Kubler & Karl Schmedders, 2011, "Bond Ladders and Optimal Portfolios," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 12, pages 4123-4166.
• Daniel Harenberg & Alexander Ludwig, , "Social Security and the Interactions Between Aggregate and Idiosyncratic Risk," Working Papers, ETH Zurich, Chair of Systems Design, number ETH-RC-14-002.
• Martin Cesnak & Jan Klacso & Patrik Kupkovic & Andrej Moravcik & Stefan Rychtarik & Roman Vrbovsky, 2024, "Assessing Residential Real Estate prices in Slovakia: Possible Approaches and Indices," Working and Discussion Papers, Research Department, National Bank of Slovakia, number OP 1/2024, Jan.
• Massari, Filippo, 2019, "Market selection in large economies: a matter of luck," Theoretical Economics, Econometric Society, volume 14, issue 2, May.
• Awaya, Yu & Iwasaki, Kohei & Watanabe, Makoto, 2022, "Rational bubbles and middlemen," Theoretical Economics, Econometric Society, volume 17, issue 4, November.
• Roman Frydman & Soren Johansen & Anders Rahbek & Morten Tabor, 2017, "The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment," Working Papers Series, Institute for New Economic Thinking, number 59, Jun, DOI: 10.2139/ssrn.2995140.
• Mike Derksen & Peter Spreij & Sweder van Wijnbergen, 2018, "Accounting Noise and the Pricing of Cocos," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-037/VI, Apr.
• Daan Opschoor & Michel van der Wel, , "A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-011/III.
• Xu Lin & Sweder van Wijnbergen, , "The Social Cost of Carbon under Climate Volatility Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-032/IV.
• David E. Allen & Michael McAleer, 2019, "Drawbacks in the 3-factor approach of Fama and French," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-02, Jan.
• Kevin Huang, , "Valuation and asset pricing in infinite-horizon sequential markets with portfolio constraints," Working Papers, Utah State University, Department of Economics, number 2000-09.
• Nezir Köse & Emre Ünal, 0, "The Effects of the Volatilities in Global Determinants on the Istanbul Stock Exchange," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-38.
• Takashi Nishiwaki, , "On the Stability of Equilibrium in the Market with Heterogeneous Investment Horizons," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2101.
• Takashi Nishiwaki, 2021, "Does Ambiguity Generate Demand for Options?," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2102, Apr.
• Yacine Aït-Sahalia & Andrew W. Lo, , "Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 332.
• Owen Lamont, , "Earnings and Expected Returns," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 345.
• Peter Klibanoff & Owen Lamont & Thierry A. Wizman, , "Investor Reaction to Salient News in Closed-End Country Funds," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 346.
• Owen Lamont & Christopher Polk & Jesus Saa-Requejo, , "Financial Constraints and Stock Returns."," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 451.
• Nicholas Barberis & Ming Huang & Tano Santos, , "Prospect Theory and Asset Prices," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 494.
• Owen Lamont & Christopher Polk, , "The Diversification Discount: Cash Flows vs. Returns."," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 504.
• Lubos Pastor & Robert F. Stambaugh, , "Evaluating and Investing in Equity Mutual Funds," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 516.
• Luboš Pástor & Robert F. Stambaugh, , "Liquidity Risk and Expected Stock Returns," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 531.
• Mordecai Kurz, , "Asset Prices with Rational Beliefs," Working Papers, Stanford University, Department of Economics, number 96003.
• Mordecai Kurz & Andrea Beltratti, , "The Equity Premium is No Puzzle," Working Papers, Stanford University, Department of Economics, number 96004.