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Asset Pricing and Capital Markets Research
Illiquidity and Stock Returns II: Cross-section and Time-series Effects (Amihud, Noh 2020)
Pre-Trade Hedging: Evidence from the issuance of retail structured products (Henderson, Pearson, Wang 2020)
The Pricing of the Illiquidity Factor's Conditional Risk with Time-varying Premium (Amihud, Noh 2020)
Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-variables Bias in Risk Premium Estimation (Jegadeesh, Noh, Pukthuanthong, Roll, Wang 2019)
New Evidence on the Financialization of Commodity Markets (Henderson, Pearson, Wang 2015)
Weather-Induced Mood, Institutional Investors, and Stock Returns
(Kim, Goetzmann, Kumar, Wang 2015)
Does idiosyncratic volatility proxy for risk exposure? (Petkova, Chen 2012)
Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps (Haubrich, Pennacchi, Ritchken 2012)
Dynamic Graphical Representation of Financial Statements: A Design Inquiry and Empirical Results (Zhao, Grant, Collopy, Boland, Jr. 2010)
On Correlation and Default Clustering in Credit Markets (Ritchken, Berndt, Sun, 2010)
Correlation risk (Petkova, Krishnan, Ritchken 2009)
The expected value premium (Petkova, Chen, Zhang 2007)
Do the Fama–French factors proxy for innovations in predictive variables? (Petkova 2006)
Is value riskier than growth? (Petkova, Zhang 2005)
The Evolution of Auditing in the United States: Professional Self-Regulation and Credible Government Threats (Grant, Bricker, Bailey, Turner 1993)
Absolute strength: Exploring momentum in stock returns (Revising, Preparing to submit) (Petkova, Gulen)
Causal Impact of Risk Oversight Functions on Bank Risk: Evidence from a Natural Experiment (Balasubramanyan, Haubrich, Naveen, Daniels, )
How do lead banks use their Private Information in the Syndicated Loan Market? (Balasubramanyan, Berger, Koepke)
Mispricing, short-sale constraints, and the cross-section of option returns (Ramachandran, Tayal)
The Causal Effects of Proximity on Investment: Evidence from Flight Introductions
(Madureira, Ellis, Underwood)
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For Media Inquiries:
Daniel Robison
daniel.robison
@case.edu
216.368.6515