| Priced risk in corporate bonds
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2023 |
Dickerson, Alexander |
| International trade and the risk in bilateral exchange rates
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2023 |
Hassan, Ramin |
| Cross-stock momentum and factor momentum
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2023 |
Yan, Jingda |
| The jump leverage risk premium
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2023 |
Bollerslev, Tim |
| Treasury option returns and models with unspanned risks
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2023 |
Bakshi, Gurdip S. |
| Institutional investors, the dollar, and U.S. credit conditions
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2023 |
Niepmann, Friederike |
| What are the events that shake our world? : measuring and hedging global COVOL
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2023 |
Engle, Robert F. |
| Industry asset revaluations around public and private acquisitions
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2023 |
Derrien, François |
| Financial markets and unemployment
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2023 |
Monacelli, Tommaso |
| Supporting small firms through recessions and recoveries
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2023 |
Bonfim, Diana |
| Collateral competition : evidence from central counterparties
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2023 |
Grothe, Magdalena |
| Deputizing financial institutions to fight elder abuse
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2023 |
Carlin, Bruce Ian |
| Market power in wholesale funding : a structural perspective from the triparty repo market
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2023 |
Huber, Amy Wang |
| The modern mutual fund family
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2023 |
Dannhauser, Caitlin D. |
| Barking up the wrong tree : return-chasing in 401(k) plans
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2023 |
Anh Tran |
| Loan spreads and credit cycles : the role of lenders' personal economic experiences
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2023 |
Carvalho, Daniel |
| Product market competition with crypto tokens and smart contracts
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2023 |
Chod, Jiri |
| When can the market identify old news?
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2023 |
Fedyk, Anastassia |
| Firm-bank linkages and optimal policies after a rare disaster
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2023 |
Segura, Anatoli |
| When and how are rule 10b5-1 plans used for insider stock sales?
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2023 |
Fich, Eliezer M. |
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