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Publications by Ivan Shaliastovich
Good and Bad Variance Premia and Expected Returns
Management Science
Management Science
Management
Operations Research
Strategy
Confidence Risk and Asset Prices
SSRN Electronic Journal
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Filtering Out Expected Dividends and Expected Returns
Quarterly Journal of Finance
Management
Economics
Strategy
Econometrics
Finance
Distress Risk Premia in Stock and Bond Returns
SSRN Electronic Journal
Labor Intensity and Expected Stock Returns
SSRN Electronic Journal
Short Rates and Expected Asset Returns
. . . And the Cross-Section of Expected Returns
Ex Ante Skewness and Expected Stock Returns
SSRN Electronic Journal
Aggregate Expected Investment Growth and Stock Market Returns
SSRN Electronic Journal
Investment‐Based Expected Stock Returns
Journal of Political Economy
Economics
Econometrics
Good, Bad, Ugly
Chemical and Engineering News
Chemical Engineering
