Discover open access scientific publications

Search, annotate, share and cite publications

Publications in Econometrics

Time-To-Produce, Inventory, and Asset Prices

Journal of Financial Economics

English

Money and Liquidity in Financial Markets

Journal of Financial Economics

English

Volatility of Aggregate Volatility and Hedge Fund Returns

Journal of Financial Economics

English

Risk and the Cross Section of Stock Returns

Journal of Financial Economics

English

Pricing American Options Under Stochastic Volatility and Stochastic Interest Rates

Journal of Financial Economics

English

Empirical Tests of Asset Pricing Models With Individual Assets: Resolving the Errors-In-Variables Bias in Risk Premium Estimation

Journal of Financial Economics

English

Do Jumps Contribute to the Dynamics of the Equity Premium?

Journal of Financial Economics

English

Are There Too Many Safe Securities? Securitization and the Incentives for Information Production

Journal of Financial Economics

English

Patent Collateral, Investor Commitment, and the Market for Venture Lending

Journal of Financial Economics

English

The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency

Journal of Financial Economics

English