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News shocks and the production-based term structure of equity returns
Ai, Hengjie; Croce, Mariano M.; Diercks, Anthony M.; Li, Kai - In: The review of financial studies 31 (2018) 7, pp. 2423-2467
Persistent link: https://www.econbiz.de/10011927137
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News shocks and the production-based term structure of equity returns
Ai, Hengjie; Croce, Mariano M.; Diercks, Anthony M.; Li, Kai - 2018
Persistent link: https://www.econbiz.de/10011861957
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When it rains it pours : cascading uncertainty shocks
Diercks, Anthony M.; Hsu, Alex; Tamoni, Andrea - In: Journal of political economy 132 (2024) 2, pp. 694-720
Persistent link: https://www.econbiz.de/10014502417