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Publications by Frans de Roon
Asset Pricing Restrictions on Predictability: Frictions Matter
Management Science
Management Science
Management
Operations Research
Strategy
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Frictions in Asset Pricing and Macroeconomics
Do Heterogeneous Beliefs Matter for Asset Pricing?
Review of Financial Studies
Accounting
Economics
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Essays on Empirical Asset Pricing
Liquidity in Asset Markets With Search Frictions
Econometrica
Economics
Econometrics
Agency-Based Asset Pricing
SSRN Electronic Journal
Equilibrium Moment Restrictions on Asset Returns: Normal and Crisis Periods
European Journal of Finance
Economics
Econometrics
Finance
Financial Contagion and Asset Pricing
Journal of Banking and Finance
Economics
Econometrics
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Three Centuries of Asset Pricing
SSRN Electronic Journal
Asset Pricing Under Optimal Contracts
SSRN Electronic Journal
