Narrow search
Showing 1 - 10 of 16
Cover Image
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - In: Journal of financial economics 119 (2016) 2, pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Cover Image
Technological change and the growing inequality in managerial compensation
Lustig, Hanno; Syverson, Chad; Nieuwerburgh, Stijn van - In: Journal of financial economics 99 (2011) 3, pp. 601-627
Persistent link: https://www.econbiz.de/10009242282
Cover Image
Mortgage timing
Koijen, Ralph S. J.; Hemert, Otto van; Nieuwerburgh, … - In: Journal of financial economics 93 (2009) 2, pp. 292-324
Persistent link: https://www.econbiz.de/10003877511
Cover Image
Flattening the curve : pandemic-Induced revaluation of urban real estate
Gupta, Arpit; Mittal, Vrinda; Peeters, Jonas; … - In: Journal of financial economics 146 (2022) 2, pp. 594-636
Persistent link: https://www.econbiz.de/10013482344
Cover Image
Aggregate lapsation risk
Koijen, Ralph S. J.; Lee, Hae Kang; Nieuwerburgh, Stijn van - In: Journal of financial economics 155 (2024), pp. 1-27
Persistent link: https://www.econbiz.de/10015072244
Cover Image
Machine-learning the skill of mutual fund managers
Kaniel, Ron; Lin, Zihan; Pelger, Markus; Nieuwerburgh, … - In: Journal of financial economics 150 (2023) 1, pp. 94-138
Persistent link: https://www.econbiz.de/10014421127
Cover Image
Countercyclical currency risk premia
Lustig, Hanno; Roussanov, Nikolai; Verdelhan, Adrien - In: Journal of financial economics 111 (2014) 3, pp. 527-553
Persistent link: https://www.econbiz.de/10010375937
Cover Image
Technological change and the growing inequality in managerial compensation
Lustig, Hanno; Syverson, Chad; Van Nieuwerburgh, Stijn - In: Journal of financial economics 99 (2011) 3, pp. 601-628
Persistent link: https://www.econbiz.de/10008812839
Cover Image
Intermediary asset pricing : new evidence from many asset classes
He, Zhiguo; Kelly, Bryan T.; Manela, Asaf - In: Journal of financial economics 126 (2017) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10011751867
Cover Image
Systemic risk and the macroeconomy : an empirical evaluation
Giglio, Stefano; Kelly, Bryan T.; Pruitt, Seth - In: Journal of financial economics 119 (2016) 3, pp. 457-471
Persistent link: https://www.econbiz.de/10011589904