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Excess volatility : beyond discount rates
Giglio, Stefano; Kelly, Bryan T. - 2016
Persistent link: https://www.econbiz.de/10011451780
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Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian; Giglio, Stefano; Kelly, Bryan T. - 2019
Persistent link: https://www.econbiz.de/10012124936
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Firm volatility in granular networks
Kelly, Bryan T.; Lustig, Hanno; Nieuwerburgh, Stijn van - 2013
Persistent link: https://www.econbiz.de/10010192396
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The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - 2014
Persistent link: https://www.econbiz.de/10010360039