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The Leading Premium. (2019). Schlag, Christian ; Croce, Mariano ; Marchuk, Tatyana.
In: NBER Working Papers.
RePEc:nbr:nberwo:25633.

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Cited: 6

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Cites: 56

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    In: Financial Innovation.
    RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00439-1.

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  2. Measuring preferences over the temporal resolution of consumption uncertainty. (2022). Pfeiffer, Philipp ; Meissner, Thomas.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053121001964.

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  3. Lucky factors. (2021). Harvey, Campbell R ; Liu, Yan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:2:p:413-435.

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  4. Decomposing anomalies. (2021). Li, BO ; Boubaker, Sabri ; Zhang, Yifan ; Liu, Zhenya.
    In: Economics Letters.
    RePEc:eee:ecolet:v:202:y:2021:i:c:s0165176521001129.

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  5. Does history repeat itself? Business cycle and industry returns. (2020). Chava, Sudheer ; Zeng, Linghang ; Hsu, Alex.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:116:y:2020:i:c:p:201-218.

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  6. News Shocks and Asset Prices. (2019). Malkhozov, Aytek ; Tamoni, Andrea ; Bretscher, Lorenzo.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:100.

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