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Showing 1 - 9 of 9 Records
A Unified Model of Distress Risk Puzzles
- GSB Authors: Ilya A Strebulaev
- Date: 2022-08-04
- Publication Type: Articles
- Publication: Journal of Financial Economics
The Return Expectations of Public Pension Funds
- GSB Authors: Joshua Rauh
- Date: 2021-11-23
- Publication Type: Articles
- Publication: The Review of Financial Studies
Risk Premium Shocks Can Create Inefficient Recessions
- GSB Authors: Sebastian Di Tella
- Date: 2021-09-25
- Publication Type: Articles
- Publication: The Review of Economic Studies
Presidential Address: How Much "Rationality" Is There in Bond-Market Risk Premiums?
- GSB Authors: Kenneth Singleton
- Date: 2021-07-09
- Publication Type: Articles
- Publication: The Journal of Finance
Learning from Disagreement in the Us Treasury Bond Market
- GSB Authors: Kenneth Singleton
- Date: 2020-07-27
- Publication Type: Articles
- Publication: The Journal of Finance
Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation
- GSB Authors: Ilya A Strebulaev
- Date: 2020-07-17
- Publication Type: Articles
- Publication: Management Science
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
- GSB Authors: Hanno Lustig
- Date: 2019-06-01
- Publication Type: Articles
- Publication: The American Economic Review
Non-Diversifiable Volatility Risk and Risk Premiums at Earnings Announcements
- GSB Authors: Mary Barth
- Date: 2014-10-01
- Publication Type: Articles
- Publication: The Accounting Review
Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks
- GSB Authors: Kenneth Singleton
- Date: 2014-06-01
- Publication Type: Articles
- Publication: The Journal of Finance