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Housing cycles and exchange rates
Ma, Sai; Zhang, Shaojun - In: Management science : journal of the Institute for … 70 (2024) 9, pp. 5646-5666
Persistent link: https://www.econbiz.de/10015136127
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Factor construction zoo : are factor exposures created equal?
Zhang, Shaojun - In: The journal of portfolio management : JPM 48 (2022) 2, pp. 105-118
Persistent link: https://www.econbiz.de/10012802485
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Toward tax-efficient low-volatility investing
Zhang, Shaojun - In: The journal of portfolio management : JPM 48 (2022) 2, pp. 198-207
Persistent link: https://www.econbiz.de/10012802498
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Dissecting currency momentum
Zhang, Shaojun - In: Journal of financial economics 144 (2022) 1, pp. 154-173
Persistent link: https://www.econbiz.de/10013407087
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What is certain about uncertainty?
Cascaldi-Garcia, Danilo; Sarisoy, Cisil; Londono, Juan M.; … - In: Journal of economic literature 61 (2023) 2, pp. 624-654
Persistent link: https://www.econbiz.de/10014368251
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Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2014
Persistent link: https://www.econbiz.de/10010467583
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Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2015
Persistent link: https://www.econbiz.de/10010482973
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Uncertainty and business cycles : exogenous impulse or endogenous response?
Ludvigson, Sydney C.; Ma, Sai; Ng, Serena - 2015
Persistent link: https://www.econbiz.de/10011429359
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Capital share risk in U.S. asset pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2018
Persistent link: https://www.econbiz.de/10011861000
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Uncertainty and growth disasters
Jovanovic, Boyan; Ma, Sai - In: Review of economic dynamics 44 (2022), pp. 33-64
Persistent link: https://www.econbiz.de/10013346777