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DateTitle Authors
2013 Jump-diffusion long-run risks models, variance risk premium and volatility dynamicsJin, Jianjian
2003 Simple and enlarged separation portfolios: On their use when arbitraging and synthesizing securitiesApreda, Rodolfo
2008 The other side of the trading story: Evidence from NYSEWong, Woon K. / Copeland, Laurence / Lu, Ralph
2004 Time-varying consumption correlation and the dynamics of the equity premium: Evidence from the G-7 countriesSarkar, Asani / Zhang, Lingjia
2004 Learning about beta: A new look at CAPM testsAdrian, Tobias / Franzoni, Francesco
2007 Hedge funds, financial intermediation, and systemic riskKambhu, John / Schuermann, Til / Stiroh, Kevin J.
2003 What explains the stock market's reaction to the federal reserve policy?Bernanke, Ben S. / Kuttner, Kenneth N.
2006 Stock returns and volatility: Pricing the short-run and long-run components of market riskAdrian, Tobias / Rosenberg, Joshua
2008 Liquidity and congestionAfonso, Gara M.
2009 The term structure of inflation expectationsAdrian, Tobias / Wu, Hao

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