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Do newspaper articles predict aggregate stock returns?
Ammann, Manuel, (2014)
The leverage factor : credit cycles and asset returns
Taylor, Alan M., (2019)
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo, (2017)
A framework for constructing equity-risk-mitigation portfolios
Baz, Jamil, (2020)
Valuing a lost opportunity : an alternative perspective on the illiquidity discount
Baz, Jamil, (2021)
Equity fragility
Sapra, Steve, (2023)