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DateTitle Authors
2006 Stock returns and volatility: Pricing the short-run and long-run components of market riskAdrian, Tobias / Rosenberg, Joshua
2012 Forecasting throuth the rear-view mirror: Data revisions and bond return predictabilityGhysels, Eric / Horan, Casidhe / Moench, Emanuel
2006 Two-sided markets and intertemporal trade clustering: Insights into trading motivesSarkar, Asani / Schwartz, Robert A.
2013 Leverage asset pricingAdrian, Tobias / Moench, Emanuel / Shin, Hyun Song
2012 On bounding credit event risk premiaBai, Jennie / Collin-Dufresne, Pierre / Goldstein, Robert S. / Helwege, Jean
2012 Have financial markets become more informative?Bai, Jennie / Philippon, Thomas / Savov, Alexi
2013 Another view on US treasury term premiumsDurham, J. Benson
2012 Assessing the quality of Furfine-based algorithmsArmantier, Olivier / Copeland, Adam
2007 The microstructure of cross-autocorrelationsChordia, Tarun / Sarkar, Asani / Subrahmanyam, Avanidhar
2011 Repo and securities lendingAdrian, Tobias / Begalle, Brian / Copeland, Adam / Martin, Antoine

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