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Publications in Accounting

Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium

Journal of Finance

English

Range-Based Estimation of Stochastic Volatility Models

Journal of Finance

English

Chaos and Nonlinear Dynamics: Application to Financial Markets

Journal of Finance

English

The Uneasy Case for Progressive Taxation.

Journal of Finance

English

Why Does Stock Market Volatility Change Over Time?

Journal of Finance

English

An Introduction to Risk and Return From Common Stocks.

Journal of Finance

English

Stock Prices, Earnings, and Expected Dividends

Journal of Finance

English

Stock Returns and Real Activity: A Century of Evidence

Journal of Finance

English

Taxes and the Pricing of Stock Index Futures

Journal of Finance

English

How Costly Is Financial (Not Economic) Distress? Evidence From Highly Leveraged Transactions That Became Distressed

Journal of Finance

English