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Linking asset prices to news without direct asset mentions
Avioz, Ilanit, (2023)
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael, (2023)
Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang, (2021)
Betting against oil : the implications of divesting from fossil fuel stocks
Blitz, David, (2022)
Agency-based asset pricing and the beta anomaly
Blitz, David, (2014)
Is rebalancing the source of factor premiums?
Blitz, David, (2015)